+2,085.1%
CMCSA vs FAST
+76,279.5%
-74,194.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +5.0% | +2.1% | +3.0% | +4.4% |
| 30D | +16.5% | +6.9% | +9.6% | +14.1% |
| 3M | -1.6% | +4.8% | -6.4% | -3.1% |
| 6M | -5.0% | +19.8% | -24.8% | -10.4% |
| YTD | -8.3% | +34.9% | -43.2% | -16.8% |
| 1Y | +0.4% | +32.8% | -32.4% | -8.5% |
| 3Y | -31.0% | +93.7% | -124.7% | -44.5% |
| 5Y | -42.5% | +105.3% | -147.9% | -55.0% |
| 10Y | +12.6% | +595.4% | -582.8% | -39.9% |
| All | +2,085.1% | +76,279.5% | -74,194.4% | +217.1% |
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 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