-37.4%
CMCSA vs AS
+142.2%
-179.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.7% | +0.3% |
| 7D | +2.7% | +5.8% | -3.2% | +2.3% |
| 30D | +18.6% | +15.4% | +3.3% | +17.4% |
| 3M | -1.8% | -11.9% | +10.0% | -1.3% |
| 6M | -0.7% | -9.9% | +9.2% | -0.3% |
| YTD | -7.8% | -13.1% | +5.3% | -7.5% |
| 1Y | +0.7% | +9.9% | -9.1% | -0.5% |
| All | -37.4% | +142.2% | -179.6% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling