+2,117.3%
CMCSA vs FAST
+78,946.1%
-76,828.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +4.6% | +4.8% | -0.2% | +3.1% |
| 30D | +19.8% | +8.6% | +11.2% | +16.8% |
| 3M | -0.3% | +5.7% | -6.0% | -2.1% |
| 6M | +0.3% | +25.5% | -25.2% | -6.6% |
| YTD | -6.9% | +39.6% | -46.5% | -16.5% |
| 1Y | +2.6% | +35.5% | -32.9% | -7.1% |
| 3Y | -29.0% | +96.2% | -125.2% | -43.2% |
| 5Y | -42.0% | +110.2% | -152.2% | -54.9% |
| 10Y | +6.4% | +531.8% | -525.4% | -41.6% |
| All | +2,117.3% | +78,946.1% | -76,828.7% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling