+8.2%
CMCSA vs STM
+433.9%
-425.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.6% |
| 7D | +2.7% | -5.6% | +8.3% | +3.3% |
| 30D | +18.6% | -14.4% | +33.1% | +21.1% |
| 3M | -1.8% | -20.5% | +18.6% | +1.1% |
| 6M | -0.7% | -24.5% | +23.8% | +1.0% |
| YTD | -7.8% | +72.7% | -80.5% | -22.0% |
| 1Y | +0.7% | +91.0% | -90.3% | -16.7% |
| 3Y | -28.0% | +13.5% | -41.5% | -36.3% |
| 5Y | -42.1% | -9.2% | -32.9% | -48.0% |
| 10Y | +8.2% | +422.5% | -414.4% | -26.3% |
| All | +8.2% | +433.9% | -425.7% | -26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling