+100,756.0%
AMAT vs CMCSA
+2,166.6%
+98,589.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +5.1% |
| 7D | -14.7% | +5.0% | -19.7% | -16.6% |
| 30D | -36.1% | +16.5% | -52.6% | -40.3% |
| 3M | -36.9% | -1.6% | -35.3% | -37.4% |
| 6M | -22.2% | -5.0% | -17.2% | -22.9% |
| YTD | +29.9% | -8.3% | +38.2% | +28.4% |
| 1Y | +43.3% | +0.4% | +42.9% | +36.0% |
| 3Y | +142.7% | -31.0% | +173.6% | +162.0% |
| 5Y | +126.2% | -42.5% | +168.8% | +161.8% |
| 10Y | +1,211.7% | +12.6% | +1,199.2% | +1,063.7% |
| All | +100,756.0% | +2,166.6% | +98,589.4% | +27,756.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling