+164.9%
ASML vs CMCSA
-30.7%
+195.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +1.1% | -2.1% | +3.2% | +1.2% |
| 30D | +2.2% | +7.0% | -4.8% | +1.9% |
| 3M | -2.3% | +15.1% | -17.4% | -2.9% |
| 6M | +23.0% | -15.4% | +38.3% | +25.7% |
| YTD | +61.1% | -1.9% | +63.0% | +60.7% |
| 1Y | +129.1% | -12.7% | +141.8% | +134.3% |
| All | +164.9% | -30.7% | +195.7% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling