-42.0%
CMCSA vs A
+15.8%
-57.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +4.6% | +1.4% | +3.2% | +4.3% |
| 30D | +19.8% | +4.3% | +15.5% | +18.7% |
| 3M | -0.3% | +19.8% | -20.0% | -4.1% |
| 6M | +0.3% | +54.4% | -54.1% | -9.2% |
| YTD | -6.9% | +31.7% | -38.6% | -12.8% |
| 1Y | +2.6% | +22.4% | -19.9% | -2.2% |
| 3Y | -29.0% | +67.7% | -96.7% | -40.1% |
| 5Y | -42.0% | +15.7% | -57.7% | -48.1% |
| All | -42.0% | +15.8% | -57.8% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling