-1.6%
AVGO vs CMCSA
-16.0%
+14.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -0.5% |
| 7D | +1.0% | -5.6% | +6.6% | -0.2% |
| 30D | -13.3% | -1.9% | -11.4% | -13.5% |
| 3M | -2.9% | +6.4% | -9.3% | -1.0% |
| 6M | +5.7% | -16.9% | +22.6% | +2.9% |
| YTD | +4.6% | -6.8% | +11.4% | +6.7% |
| 1Y | -1.6% | -15.9% | +14.2% | +1.2% |
| All | -1.6% | -16.0% | +14.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling