+2,222.8%
CMCSA vs TROW
+14,398.8%
-12,176.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +3.8% | -4.0% | +7.9% | +5.3% |
| 3M | +12.3% | +5.0% | +7.3% | +10.1% |
| 6M | -15.4% | +24.3% | -39.7% | -22.1% |
| YTD | -2.5% | +9.8% | -12.3% | -6.6% |
| 1Y | -13.4% | +6.4% | -19.8% | -16.2% |
| 3Y | -30.4% | +15.8% | -46.2% | -35.7% |
| 5Y | -45.0% | -37.3% | -7.7% | -38.7% |
| 10Y | +10.2% | +130.6% | -120.5% | -24.5% |
| All | +2,222.8% | +14,398.8% | -12,176.0% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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