+1,652.2%
CMCSA vs STM
+2,285.7%
-633.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -2.1% | +5.8% | -7.9% | -3.5% |
| 30D | +7.0% | -1.0% | +8.0% | +7.0% |
| 3M | +15.1% | -33.3% | +48.4% | +24.2% |
| 6M | -15.4% | +57.4% | -72.7% | -27.6% |
| YTD | -1.9% | +102.2% | -104.1% | -21.9% |
| 1Y | -12.7% | +99.6% | -112.3% | -30.8% |
| 3Y | -31.0% | +14.5% | -45.5% | -39.9% |
| 5Y | -46.1% | +21.4% | -67.5% | -55.4% |
| 10Y | +10.8% | +695.0% | -684.1% | -49.8% |
| All | +1,652.2% | +2,285.7% | -633.5% | +598.8% |
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 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