-45.0%
CMCSA vs ASX
+472.4%
-517.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.1% |
| 7D | +0.1% | +6.3% | -6.2% | -0.4% |
| 30D | +3.8% | +6.4% | -2.6% | +3.2% |
| 3M | +12.3% | +13.1% | -0.8% | +10.3% |
| 6M | -15.4% | +90.3% | -105.7% | -23.0% |
| YTD | -2.5% | +149.6% | -152.1% | -15.1% |
| 1Y | -13.4% | +249.2% | -262.5% | -29.0% |
| 3Y | -30.4% | +445.9% | -476.3% | -50.0% |
| 5Y | -45.0% | +477.7% | -522.7% | -63.0% |
| All | -45.0% | +472.4% | -517.4% | -63.0% |
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