-9.9%
CMCSA vs FRMI
-78.6%
+68.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.3% |
| 7D | -5.6% | +10.9% | -16.5% | -5.5% |
| 30D | -1.9% | -24.3% | +22.4% | -2.1% |
| 3M | +6.4% | -21.8% | +28.2% | +6.2% |
| 6M | -16.9% | -33.0% | +16.1% | -17.8% |
| YTD | -6.8% | -32.6% | +25.8% | -7.7% |
| All | -9.9% | -78.6% | +68.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling