+1,538.4%
CMCSA vs STM
+1,808.6%
-270.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -3.3% |
| 7D | +5.0% | -10.7% | +15.8% | +7.5% |
| 30D | +16.5% | -25.7% | +42.2% | +23.9% |
| 3M | -1.6% | -21.6% | +20.0% | +2.7% |
| 6M | -5.0% | -27.8% | +22.8% | -1.8% |
| YTD | -8.3% | +61.8% | -70.0% | -23.9% |
| 1Y | +0.4% | +78.1% | -77.7% | -18.9% |
| 3Y | -31.0% | +4.9% | -35.9% | -39.4% |
| 5Y | -42.5% | -14.3% | -28.3% | -48.7% |
| 10Y | +12.6% | +414.1% | -401.5% | -43.5% |
| All | +1,538.4% | +1,808.6% | -270.3% | +580.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling