+78.2%
AAPL vs CMCSA
-35.0%
+113.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +1.2% |
| 7D | -3.0% | -8.3% | +5.3% | -1.2% |
| 30D | +2.3% | -2.4% | +4.7% | +2.7% |
| 3M | +8.6% | +4.5% | +4.1% | +7.2% |
| 6M | +21.6% | -18.8% | +40.3% | +26.8% |
| YTD | +16.3% | -8.9% | +25.2% | +17.4% |
| 1Y | +35.1% | -18.3% | +53.4% | +40.8% |
| All | +78.2% | -35.0% | +113.2% | +92.0% |
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