-22.2%
AMAT vs CMCSA
-5.3%
-16.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +2.6% |
| 7D | -14.7% | +5.0% | -19.7% | -11.5% |
| 30D | -36.1% | +16.5% | -52.6% | -28.7% |
| 3M | -36.9% | -1.6% | -35.3% | -35.3% |
| 6M | -22.2% | -5.0% | -17.2% | -17.8% |
| All | -22.2% | -5.3% | -16.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CMCSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling