+2,770.9%
AVGO vs CMCSA
+7.4%
+2,763.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.1% | -4.9% | +6.0% | +2.9% |
| 30D | -13.0% | -1.1% | -11.9% | -13.0% |
| 3M | -6.0% | +6.6% | -12.5% | -9.3% |
| 6M | +6.4% | -15.5% | +21.8% | +11.4% |
| YTD | +5.0% | -6.7% | +11.7% | +4.7% |
| 1Y | +1.4% | -15.6% | +17.0% | +5.1% |
| 3Y | +336.8% | -33.7% | +370.5% | +390.9% |
| 5Y | +698.2% | -46.6% | +744.8% | +882.4% |
| All | +2,770.9% | +7.4% | +2,763.5% | +2,558.5% |
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