-33.7%
CMCSA vs FANG
+45.3%
-79.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.9% | +2.9% | -7.8% | -5.3% |
| 30D | -1.1% | +2.6% | -3.7% | -1.5% |
| 3M | +6.6% | +7.6% | -1.0% | +5.1% |
| 6M | -15.5% | +17.3% | -32.8% | -18.5% |
| YTD | -6.7% | +38.7% | -45.4% | -13.2% |
| 1Y | -15.6% | +51.6% | -67.2% | -23.3% |
| 3Y | -33.7% | +50.0% | -83.6% | -42.0% |
| All | -33.7% | +45.3% | -79.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling