+8.2%
CMCSA vs FAST
+606.6%
-598.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.7% |
| 7D | +2.7% | +3.8% | -1.2% | +1.2% |
| 30D | +18.6% | +8.1% | +10.6% | +15.0% |
| 3M | -1.8% | +5.8% | -7.6% | -4.2% |
| 6M | -0.7% | +24.9% | -25.5% | -9.3% |
| YTD | -7.8% | +38.9% | -46.7% | -19.9% |
| 1Y | +0.7% | +36.5% | -35.7% | -11.8% |
| 3Y | -28.0% | +98.1% | -126.1% | -46.8% |
| 5Y | -42.1% | +109.3% | -151.4% | -58.9% |
| 10Y | +8.2% | +547.9% | -539.8% | -48.6% |
| All | +8.2% | +606.6% | -598.4% | -48.6% |
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