-12.7%
CMCSA vs STM
+107.3%
-120.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -2.1% | +5.8% | -7.9% | -2.1% |
| 30D | +7.0% | -1.0% | +8.0% | +7.0% |
| 3M | +15.1% | -33.3% | +48.4% | +16.2% |
| 6M | -15.4% | +57.4% | -72.7% | -17.2% |
| YTD | -1.9% | +102.2% | -104.1% | -5.5% |
| 1Y | -12.7% | +99.6% | -112.3% | -15.1% |
| All | -12.7% | +107.3% | -120.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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