-31.0%
CMCSA vs STM
+4.7%
-35.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -2.6% |
| 7D | +5.0% | -10.7% | +15.8% | +5.8% |
| 30D | +16.5% | -25.7% | +42.2% | +19.0% |
| 3M | -1.6% | -21.6% | +20.0% | -0.1% |
| 6M | -5.0% | -27.8% | +22.8% | -4.3% |
| YTD | -8.3% | +61.8% | -70.0% | -18.3% |
| 1Y | +0.4% | +78.1% | -77.7% | -12.1% |
| 3Y | -31.0% | +4.9% | -35.9% | -41.8% |
| All | -31.0% | +4.7% | -35.7% | -41.8% |
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