+10.5%
CMCSA vs FAST
+506.5%
-496.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +7.0% | -0.8% | +7.8% | +7.2% |
| 3M | +15.1% | +5.8% | +9.3% | +12.4% |
| 6M | -15.4% | +8.0% | -23.3% | -18.3% |
| YTD | -1.9% | +25.6% | -27.5% | -11.2% |
| 1Y | -12.7% | +0.8% | -13.5% | -14.0% |
| 3Y | -31.0% | +86.1% | -117.1% | -47.7% |
| 5Y | -46.1% | +100.2% | -146.3% | -60.9% |
| All | +10.5% | +506.5% | -496.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling