+520.8%
APP vs CMCSA
-40.3%
+561.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +1.8% |
| 7D | +48.9% | +0.7% | +48.3% | +48.3% |
| 30D | +49.4% | +21.0% | +28.4% | +35.4% |
| 3M | +27.0% | -0.9% | +28.0% | +26.9% |
| 6M | -15.4% | +2.9% | -18.3% | -17.8% |
| YTD | -39.9% | -5.9% | -34.0% | -40.3% |
| 1Y | -32.0% | +2.5% | -34.4% | -36.3% |
| 3Y | +824.3% | -28.3% | +852.6% | +935.7% |
| 5Y | +252.4% | -40.8% | +293.2% | +277.8% |
| All | +520.8% | -40.3% | +561.1% | +539.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling