0.0%
CMCSA vs AS
-3.0%
+2.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | -0.6% | -3.6% | +3.0% | -0.3% |
| 30D | +18.8% | +3.4% | +15.4% | +18.4% |
| 3M | -1.1% | -8.6% | +7.5% | -1.0% |
| 6M | +2.5% | -10.0% | +12.6% | +2.7% |
| YTD | -6.7% | -19.2% | +12.4% | -6.6% |
| 1Y | 0.0% | -3.8% | +3.8% | +2.8% |
| All | 0.0% | -3.0% | +2.9% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling