+444.6%
CMCSA vs BUD
+218.9%
+225.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | 0.0% |
| 7D | +2.7% | +1.3% | +1.3% | +2.2% |
| 30D | +18.6% | +10.0% | +8.6% | +14.8% |
| 3M | -1.8% | +1.6% | -3.4% | -2.4% |
| 6M | -0.7% | +6.5% | -7.2% | -2.9% |
| YTD | -7.8% | +34.8% | -42.7% | -17.5% |
| 1Y | +0.7% | +36.5% | -35.7% | -10.2% |
| 3Y | -28.0% | +49.0% | -76.9% | -39.1% |
| 5Y | -42.1% | +51.7% | -93.8% | -52.2% |
| 10Y | +8.2% | -7.5% | +15.7% | +0.6% |
| All | +444.6% | +218.9% | +225.8% | +169.3% |
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