+1,308.1%
CMCSA vs FDS
+9,502.8%
-8,194.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | +7.0% | +9.0% | -2.0% | +4.2% |
| 3M | +15.1% | +18.9% | -3.8% | +8.7% |
| 6M | -15.4% | +35.1% | -50.5% | -23.9% |
| YTD | -1.9% | +5.5% | -7.4% | -5.9% |
| 1Y | -12.7% | -16.8% | +4.1% | -10.6% |
| 3Y | -31.0% | -28.1% | -2.9% | -26.8% |
| 5Y | -46.1% | -17.4% | -28.7% | -45.9% |
| 10Y | +10.8% | +85.4% | -74.6% | -14.7% |
| All | +1,308.1% | +9,502.8% | -8,194.8% | +361.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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