-40.6%
CMCSA vs AXP
+90.1%
-130.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +0.7% | -2.9% | +3.5% | +1.6% |
| 30D | +21.0% | +3.7% | +17.3% | +19.6% |
| 3M | -0.9% | -4.9% | +4.0% | +0.6% |
| 6M | +2.9% | +4.1% | -1.2% | +1.3% |
| YTD | -5.9% | -11.7% | +5.8% | -2.9% |
| 1Y | +2.5% | -11.7% | +14.2% | +5.6% |
| 3Y | -28.3% | +116.5% | -144.8% | -46.7% |
| All | -40.6% | +90.1% | -130.7% | -55.4% |
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