+13,507.3%
GOOGL vs CMCSA
+362.8%
+13,144.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.3% | -2.1% | -0.2% | -1.4% |
| 30D | -6.6% | +7.0% | -13.6% | -9.3% |
| 3M | -8.9% | +15.1% | -24.0% | -14.4% |
| 6M | +11.9% | -15.4% | +27.2% | +18.1% |
| YTD | +8.3% | -1.9% | +10.2% | +7.1% |
| 1Y | +46.2% | -12.7% | +58.9% | +50.9% |
| 3Y | +151.9% | -31.0% | +182.9% | +180.2% |
| 5Y | +137.7% | -46.1% | +183.8% | +189.4% |
| 10Y | +757.6% | +10.8% | +746.7% | +635.6% |
| All | +13,507.3% | +362.8% | +13,144.5% | +5,614.5% |
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