+4.7%
CMCSA vs A
+302.9%
-298.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | +19.5% | 0.0% | +19.5% | +19.2% |
| 3M | -2.4% | +16.7% | -19.1% | -7.5% |
| 6M | +3.8% | +54.8% | -51.0% | -10.8% |
| YTD | -5.4% | +28.8% | -34.2% | -14.1% |
| 1Y | +1.1% | +19.3% | -18.2% | -5.9% |
| 3Y | -27.1% | +65.5% | -92.7% | -42.1% |
| 5Y | -40.3% | +12.1% | -52.4% | -45.8% |
| All | +4.7% | +302.9% | -298.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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