+1,518.6%
CMCSA vs ALL
+3,598.8%
-2,080.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -0.5% |
| 7D | +5.0% | -1.9% | +7.0% | +5.9% |
| 30D | +16.5% | +13.8% | +2.7% | +10.6% |
| 3M | -1.6% | -7.0% | +5.4% | +1.1% |
| 6M | -5.0% | +18.0% | -23.1% | -11.6% |
| YTD | -8.3% | +24.2% | -32.5% | -16.5% |
| 1Y | +0.4% | +31.2% | -30.8% | -10.6% |
| 3Y | -31.0% | +107.5% | -138.5% | -50.0% |
| 5Y | -42.5% | +144.8% | -187.3% | -62.1% |
| 10Y | +12.6% | +375.8% | -363.2% | -44.5% |
| All | +1,518.6% | +3,598.8% | -2,080.2% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling