+692.8%
GOOGL vs CMCSA
+6.4%
+686.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.5% |
| 7D | +3.9% | +3.2% | +0.7% | +2.7% |
| 30D | -14.9% | +19.5% | -34.4% | -20.8% |
| 3M | -14.6% | -2.4% | -12.1% | -14.2% |
| 6M | -26.4% | +3.8% | -30.3% | -28.2% |
| YTD | -5.3% | -5.4% | +0.1% | -5.7% |
| 1Y | +6.5% | +1.1% | +5.3% | +2.7% |
| 3Y | +126.0% | -27.1% | +153.2% | +143.6% |
| 5Y | +100.8% | -40.3% | +141.1% | +132.4% |
| All | +692.8% | +6.4% | +686.4% | +612.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling