+4.7%
CMCSA vs AXP
+418.6%
-413.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +19.5% | +4.4% | +15.1% | +17.6% |
| 3M | -2.4% | -6.4% | +4.0% | 0.0% |
| 6M | +3.8% | +4.2% | -0.3% | +2.0% |
| YTD | -5.4% | -12.4% | +7.0% | -1.7% |
| 1Y | +1.1% | -11.1% | +12.2% | +4.4% |
| 3Y | -27.1% | +114.9% | -142.0% | -47.7% |
| 5Y | -40.3% | +87.4% | -127.7% | -56.1% |
| All | +4.7% | +418.6% | -413.9% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling