-30.4%
CMCSA vs STM
+20.8%
-51.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.1% | +5.2% | -5.1% | -0.4% |
| 30D | +3.8% | -7.4% | +11.2% | +4.5% |
| 3M | +12.3% | -30.6% | +43.0% | +16.0% |
| 6M | -15.4% | +66.4% | -81.8% | -22.9% |
| YTD | -2.5% | +101.1% | -103.6% | -14.1% |
| 1Y | -13.4% | +97.4% | -110.7% | -23.9% |
| 3Y | -30.4% | +21.1% | -51.5% | -38.2% |
| All | -30.4% | +20.8% | -51.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling