+6.4%
CMCSA vs FAST
+545.6%
-539.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +4.6% | +4.8% | -0.2% | +2.7% |
| 30D | +19.8% | +8.6% | +11.2% | +15.9% |
| 3M | -0.3% | +5.7% | -6.0% | -2.6% |
| 6M | +0.3% | +25.5% | -25.2% | -8.6% |
| YTD | -6.9% | +39.6% | -46.5% | -19.2% |
| 1Y | +2.6% | +35.5% | -32.9% | -9.9% |
| 3Y | -29.0% | +96.2% | -125.2% | -47.3% |
| 5Y | -42.0% | +110.2% | -152.2% | -58.9% |
| 10Y | +6.4% | +531.8% | -525.4% | -47.8% |
| All | +6.4% | +545.6% | -539.2% | -47.8% |
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