-42.1%
CMCSA vs ASX
+464.2%
-506.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | +0.2% |
| 7D | +2.7% | -12.3% | +15.0% | +3.1% |
| 30D | +18.6% | -26.0% | +44.6% | +20.0% |
| 3M | -1.8% | -8.1% | +6.3% | -2.4% |
| 6M | -0.7% | +1.4% | -2.1% | -3.2% |
| YTD | -7.8% | +115.6% | -123.4% | -19.5% |
| 1Y | +0.7% | +128.0% | -127.3% | -12.9% |
| 3Y | -28.0% | +371.4% | -399.4% | -48.1% |
| 5Y | -42.1% | +469.4% | -511.5% | -61.3% |
| All | -42.1% | +464.2% | -506.3% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling