+1,600.6%
ASML vs CMCSA
+5.8%
+1,594.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +2.5% | +0.7% | +1.9% | +2.2% |
| 30D | -12.2% | +21.0% | -33.2% | -18.9% |
| 3M | -14.6% | -0.9% | -13.7% | -15.1% |
| 6M | -1.7% | +2.9% | -4.6% | -4.7% |
| YTD | +44.3% | -5.9% | +50.2% | +42.3% |
| 1Y | +51.0% | +2.5% | +48.5% | +42.3% |
| 3Y | +137.6% | -28.3% | +165.8% | +156.8% |
| 5Y | +92.7% | -40.8% | +133.5% | +124.3% |
| All | +1,600.6% | +5.8% | +1,594.8% | +1,440.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling