+1,504.8%
ASML vs CMCSA
+10.7%
+1,494.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | -0.8% | +2.7% | -3.5% | -2.0% |
| 30D | -14.9% | +18.6% | -33.5% | -20.8% |
| 3M | -13.0% | -1.8% | -11.1% | -13.2% |
| 6M | -4.7% | -0.7% | -4.0% | -6.3% |
| YTD | +42.3% | -7.8% | +50.1% | +41.4% |
| 1Y | +49.7% | +0.7% | +49.0% | +42.0% |
| 3Y | +144.3% | -28.0% | +172.2% | +162.4% |
| 5Y | +86.4% | -42.1% | +128.5% | +118.4% |
| 10Y | +1,504.8% | +8.2% | +1,496.7% | +1,455.5% |
| All | +1,504.8% | +10.7% | +1,494.2% | +1,455.5% |
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 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