-36.3%
CMCSA vs AS
+133.7%
-170.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +12.0% | +7.1% | +4.9% | +11.5% |
| 30D | +17.5% | +12.8% | +4.7% | +16.5% |
| 3M | +2.4% | -14.7% | +17.1% | +3.2% |
| 6M | -2.9% | -9.9% | +7.0% | -2.5% |
| YTD | -6.2% | -16.1% | +10.0% | -5.6% |
| 1Y | +0.4% | +0.2% | +0.2% | -0.2% |
| All | -36.3% | +133.7% | -170.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling