+1,250.6%
CMCSA vs FDS
+10,549.7%
-9,299.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.3% |
| 7D | +0.7% | -2.1% | +2.8% | +1.3% |
| 30D | +21.0% | +16.0% | +5.0% | +15.8% |
| 3M | -0.9% | +18.8% | -19.7% | -6.3% |
| 6M | +2.9% | +54.1% | -51.2% | -10.7% |
| YTD | -5.9% | +17.0% | -22.9% | -12.7% |
| 1Y | +2.5% | +25.5% | -23.1% | -7.2% |
| 3Y | -28.3% | -23.3% | -5.0% | -25.5% |
| 5Y | -40.8% | -22.6% | -18.2% | -39.4% |
| 10Y | +5.4% | +130.2% | -124.8% | -24.0% |
| All | +1,250.6% | +10,549.7% | -9,299.1% | +327.5% |
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