+11.0%
CMCSA vs FAST
+586.8%
-575.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +5.0% | +2.1% | +3.0% | +4.2% |
| 30D | +16.5% | +6.9% | +9.6% | +13.4% |
| 3M | -1.6% | +4.8% | -6.4% | -3.6% |
| 6M | -5.0% | +19.8% | -24.8% | -11.9% |
| YTD | -8.3% | +34.9% | -43.2% | -19.3% |
| 1Y | +0.4% | +32.8% | -32.4% | -11.1% |
| 3Y | -31.0% | +93.7% | -124.7% | -48.5% |
| 5Y | -42.5% | +105.3% | -147.9% | -58.8% |
| All | +11.0% | +586.8% | -575.8% | -46.3% |
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