+339.7%
AVGO vs CMCSA
-35.0%
+374.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | -1.1% |
| 7D | -0.8% | -8.3% | +7.5% | -0.7% |
| 30D | -13.7% | -2.4% | -11.3% | -13.8% |
| 3M | -6.9% | +4.5% | -11.4% | -7.1% |
| 6M | +5.8% | -18.8% | +24.5% | +7.1% |
| YTD | +5.7% | -8.9% | +14.6% | +5.8% |
| 1Y | +9.0% | -18.3% | +27.3% | +11.6% |
| All | +339.7% | -35.0% | +374.7% | +368.3% |
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