+12.0%
CMCSA vs ALL
+358.9%
-346.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | +0.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.8% |
| 30D | +3.8% | -4.7% | +8.5% | +5.8% |
| 3M | +12.3% | +18.4% | -6.0% | +4.5% |
| 6M | -15.4% | +20.5% | -35.9% | -21.9% |
| YTD | -2.5% | +23.5% | -26.0% | -11.2% |
| 1Y | -13.4% | +29.0% | -42.3% | -22.7% |
| 3Y | -30.4% | +153.7% | -184.1% | -54.9% |
| 5Y | -45.0% | +114.8% | -159.8% | -62.7% |
| All | +12.0% | +358.9% | -346.9% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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