+128.9%
ASML vs CMCSA
-32.1%
+160.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +4.9% |
| 7D | -9.0% | +5.0% | -14.1% | -8.9% |
| 30D | -21.0% | +16.5% | -37.4% | -20.8% |
| 3M | -16.3% | -1.6% | -14.7% | -15.9% |
| 6M | -7.5% | -5.0% | -2.5% | -6.5% |
| YTD | +34.0% | -8.3% | +42.3% | +34.5% |
| 1Y | +39.3% | +0.4% | +38.9% | +37.5% |
| 3Y | +128.9% | -31.0% | +159.8% | +132.3% |
| All | +128.9% | -32.1% | +160.9% | +132.3% |
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