+349.4%
CMCSA vs SPYM
+820.0%
-470.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.2% |
| 7D | -8.3% | -0.4% | -7.9% | -8.0% |
| 30D | -2.4% | -1.4% | -1.0% | -1.2% |
| 3M | +4.5% | +3.7% | +0.8% | +1.1% |
| 6M | -18.8% | +13.0% | -31.8% | -27.4% |
| YTD | -8.9% | +12.5% | -21.4% | -18.5% |
| 1Y | -18.3% | +18.6% | -36.9% | -30.4% |
| 3Y | -35.0% | +78.0% | -113.0% | -61.9% |
| 5Y | -48.2% | +82.3% | -130.5% | -70.6% |
| 10Y | +4.6% | +322.9% | -318.3% | -72.8% |
| All | +349.4% | +820.0% | -470.6% | -46.5% |
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