+653.5%
APP vs CMCSA
-30.7%
+684.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | -23.3% | +7.0% | -30.3% | -24.5% |
| 3M | -42.6% | +15.1% | -57.7% | -44.7% |
| 6M | -33.6% | -15.4% | -18.3% | -31.4% |
| YTD | -52.4% | -1.9% | -50.5% | -52.9% |
| 1Y | -35.9% | -12.7% | -23.2% | -33.7% |
| All | +653.5% | -30.7% | +684.3% | +690.1% |
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 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