-5.8%
CMCSA vs FRMI
-77.3%
+71.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.5% | -12.1% | -0.5% |
| 7D | +0.1% | +23.3% | -23.2% | +0.3% |
| 30D | +3.8% | -7.6% | +11.4% | +3.7% |
| 3M | +12.3% | +0.2% | +12.2% | +11.9% |
| 6M | -15.4% | -28.7% | +13.3% | -16.2% |
| YTD | -2.5% | -28.6% | +26.1% | -3.4% |
| All | -5.8% | -77.3% | +71.5% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling