+5.4%
CMCSA vs A
+308.8%
-303.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +21.0% | +3.3% | +17.7% | +19.5% |
| 3M | -0.9% | +18.5% | -19.5% | -6.5% |
| 6M | +2.9% | +59.3% | -56.4% | -12.3% |
| YTD | -5.9% | +31.0% | -36.9% | -15.0% |
| 1Y | +2.5% | +19.3% | -16.9% | -4.5% |
| 3Y | -28.3% | +66.8% | -95.1% | -43.1% |
| 5Y | -40.8% | +15.5% | -56.3% | -46.8% |
| 10Y | +5.4% | +312.3% | -306.9% | -40.0% |
| All | +5.4% | +308.8% | -303.4% | -40.0% |
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