+366.9%
CMCSA vs SPYM
+812.4%
-445.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +3.2% | +2.6% | +0.6% | +0.9% |
| 30D | +19.5% | -2.0% | +21.5% | +21.2% |
| 3M | -2.4% | -2.8% | +0.4% | -0.5% |
| 6M | +3.8% | +2.2% | +1.7% | +1.2% |
| YTD | -5.4% | +11.5% | -16.9% | -15.1% |
| 1Y | +1.1% | +13.5% | -12.4% | -10.8% |
| 3Y | -27.1% | +78.0% | -105.2% | -57.6% |
| 5Y | -40.3% | +73.1% | -113.4% | -64.7% |
| 10Y | +6.0% | +310.9% | -304.9% | -71.9% |
| All | +366.9% | +812.4% | -445.4% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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