-31.0%
CMCSA vs AXP
+117.6%
-148.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +5.0% | +0.6% | +4.4% | +4.9% |
| 30D | +16.5% | +5.8% | +10.6% | +14.5% |
| 3M | -1.6% | -6.0% | +4.4% | +0.2% |
| 6M | -5.0% | +0.3% | -5.3% | -5.3% |
| YTD | -8.3% | -12.3% | +4.0% | -5.2% |
| 1Y | +0.4% | -11.2% | +11.6% | +3.1% |
| 3Y | -31.0% | +117.0% | -148.0% | -53.8% |
| All | -31.0% | +117.6% | -148.6% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling