-29.2%
CMCSA vs AXP
+110.9%
-140.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -2.1% | -2.1% | 0.0% | -1.5% |
| 30D | +7.0% | -6.5% | +13.6% | +9.1% |
| 3M | +15.1% | +4.6% | +10.4% | +13.3% |
| 6M | -15.4% | +5.4% | -20.8% | -17.1% |
| YTD | -1.9% | -11.1% | +9.2% | +1.0% |
| 1Y | -12.7% | -0.3% | -12.4% | -14.0% |
| All | -29.2% | +110.9% | -140.1% | -48.3% |
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