-55.4%
APP vs CMCSA
+3.3%
-58.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.0% | +5.7% | +10.4% |
| 7D | +4.5% | +15.2% | -10.7% | +3.9% |
| 30D | -3.6% | +17.0% | -20.6% | -4.4% |
| 3M | -35.3% | +1.2% | -36.5% | -35.2% |
| 6M | -42.8% | -5.5% | -37.3% | -43.6% |
| YTD | -59.7% | -6.5% | -53.1% | -58.6% |
| 1Y | -55.4% | +1.8% | -57.2% | -52.6% |
| All | -55.4% | +3.3% | -58.7% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling