-42.1%
CMCSA vs AXP
+91.7%
-133.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.4% |
| 3M | -1.6% | -6.0% | +4.4% | +0.3% |
| 6M | -5.0% | +0.3% | -5.3% | -5.4% |
| YTD | -8.3% | -12.3% | +4.0% | -5.2% |
| 1Y | +0.4% | -11.2% | +11.6% | +3.3% |
| 3Y | -31.0% | +117.0% | -148.0% | -48.7% |
| All | -42.1% | +91.7% | -133.8% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling