-12.7%
CMCSA vs FOXA
+9.1%
-21.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | -2.1% | -4.0% | +1.9% | -1.4% |
| 30D | +7.0% | +12.0% | -4.9% | +4.8% |
| 3M | +15.1% | +0.3% | +14.8% | +13.7% |
| 6M | -15.4% | +12.5% | -27.8% | -17.2% |
| YTD | -1.9% | -9.6% | +7.7% | -4.2% |
| 1Y | -12.7% | +8.6% | -21.3% | -15.2% |
| All | -12.7% | +9.1% | -21.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling