+449.9%
CMCSA vs BUD
+222.5%
+227.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | +4.6% | +6.0% | -1.5% | +2.5% |
| 30D | +19.8% | +11.3% | +8.5% | +15.5% |
| 3M | -0.3% | +3.6% | -3.8% | -1.5% |
| 6M | +0.3% | +7.7% | -7.4% | -2.3% |
| YTD | -6.9% | +36.4% | -43.3% | -17.0% |
| 1Y | +2.6% | +37.8% | -35.3% | -8.9% |
| 3Y | -29.0% | +51.2% | -80.3% | -40.3% |
| 5Y | -42.0% | +53.4% | -95.4% | -52.3% |
| 10Y | +6.4% | -3.2% | +9.6% | -2.8% |
| All | +449.9% | +222.5% | +227.5% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 all: compounded portfolio wealth divided by compounded BUD 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…
all analysis · Full analysis span regression · 6 months rolling