-28.0%
CMCSA vs ASX
+366.1%
-394.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | +0.9% |
| 7D | +2.7% | -12.3% | +15.0% | +2.2% |
| 30D | +18.6% | -26.0% | +44.6% | +17.5% |
| 3M | -1.8% | -8.1% | +6.3% | -2.3% |
| 6M | -0.7% | +1.4% | -2.1% | -1.2% |
| YTD | -7.8% | +115.6% | -123.4% | -11.7% |
| 1Y | +0.7% | +128.0% | -127.3% | -3.9% |
| 3Y | -28.0% | +371.4% | -399.4% | -42.5% |
| All | -28.0% | +366.1% | -394.0% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 3y: compounded portfolio wealth divided by compounded ASX 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…
3y analysis · Full analysis span regression · 6 months rolling