+13,447.0%
GOOG vs CMCSA
+360.0%
+13,087.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -5.1% | +3.8% | -8.9% | -6.6% |
| 3M | -7.1% | +12.3% | -19.4% | -11.8% |
| 6M | +12.7% | -15.4% | +28.0% | +19.0% |
| YTD | +7.1% | -2.5% | +9.6% | +6.1% |
| 1Y | +43.6% | -13.4% | +57.0% | +48.6% |
| 3Y | +146.8% | -30.4% | +177.1% | +173.5% |
| 5Y | +133.7% | -45.0% | +178.7% | +182.1% |
| 10Y | +773.3% | +10.2% | +763.2% | +652.1% |
| All | +13,447.0% | +360.0% | +13,087.0% | +5,609.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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