+145.2%
GOOGL vs CMCSA
-33.5%
+178.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.2% |
| 7D | -2.8% | -5.6% | +2.7% | -1.9% |
| 30D | -3.2% | -1.9% | -1.3% | -2.9% |
| 3M | -6.6% | +6.4% | -13.0% | -7.6% |
| 6M | +8.5% | -16.9% | +25.4% | +10.3% |
| YTD | +6.5% | -6.8% | +13.3% | +6.0% |
| 1Y | +39.4% | -15.9% | +55.3% | +42.0% |
| All | +145.2% | -33.5% | +178.7% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling