-26.4%
GOOGL vs CMCSA
+4.6%
-31.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.2% |
| 7D | +3.9% | +3.2% | +0.7% | +3.4% |
| 30D | -14.9% | +19.5% | -34.4% | -17.6% |
| 3M | -14.6% | -2.4% | -12.1% | -11.6% |
| 6M | -26.4% | +3.8% | -30.3% | -27.7% |
| All | -26.4% | +4.6% | -31.0% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling