-37.7%
CMCSA vs AS
+134.9%
-172.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | +5.0% | +6.9% | -1.9% | +4.5% |
| 30D | +16.5% | +16.0% | +0.5% | +15.3% |
| 3M | -1.6% | -12.8% | +11.3% | -0.9% |
| 6M | -5.0% | -15.4% | +10.3% | -4.3% |
| YTD | -8.3% | -15.7% | +7.5% | -7.7% |
| 1Y | +0.4% | +6.1% | -5.7% | -0.6% |
| All | -37.7% | +134.9% | -172.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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