+2,660.6%
AVGO vs CMCSA
+6.4%
+2,654.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.5% | -6.2% | -5.3% |
| 7D | +18.2% | +3.2% | +15.0% | +16.9% |
| 30D | +0.2% | +19.5% | -19.3% | -6.5% |
| 3M | -16.8% | -2.4% | -14.4% | -16.8% |
| 6M | -16.5% | +3.8% | -20.3% | -19.1% |
| YTD | +0.8% | -5.4% | +6.2% | -0.5% |
| 1Y | +2.8% | +1.1% | +1.7% | -2.0% |
| 3Y | +278.5% | -27.1% | +305.7% | +304.0% |
| 5Y | +573.1% | -40.3% | +613.4% | +681.8% |
| All | +2,660.6% | +6.4% | +2,654.2% | +2,334.3% |
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 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