-27.1%
CMCSA vs STM
+16.3%
-43.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +3.2% | +12.0% | -8.9% | +2.3% |
| 30D | +19.5% | -0.4% | +19.9% | +19.2% |
| 3M | -2.4% | -13.2% | +10.8% | -1.7% |
| 6M | +3.8% | -26.1% | +29.9% | +5.1% |
| YTD | -5.4% | +81.2% | -86.6% | -16.3% |
| 1Y | +1.1% | +98.3% | -97.2% | -12.0% |
| 3Y | -27.1% | +16.7% | -43.9% | -37.9% |
| All | -27.1% | +16.3% | -43.5% | -37.9% |
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