-44.8%
CMCSA vs AXP
+118.2%
-163.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | +7.0% | -6.5% | +13.6% | +9.3% |
| 3M | +15.1% | +4.6% | +10.4% | +13.2% |
| 6M | -15.4% | +5.4% | -20.8% | -17.2% |
| YTD | -1.9% | -11.1% | +9.2% | +1.0% |
| 1Y | -12.7% | -0.3% | -12.4% | -13.8% |
| 3Y | -31.0% | +111.6% | -142.6% | -48.4% |
| All | -44.8% | +118.2% | -163.0% | -61.4% |
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