+892.4%
APP vs CMCSA
-32.1%
+924.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.2% | +12.1% | +10.3% |
| 7D | +71.2% | +5.0% | +66.2% | +69.5% |
| 30D | +39.1% | +16.5% | +22.6% | +34.4% |
| 3M | +16.5% | -1.6% | +18.1% | +16.8% |
| 6M | -16.6% | -5.0% | -11.5% | -16.0% |
| YTD | -41.9% | -8.3% | -33.7% | -41.7% |
| 1Y | -37.0% | +0.4% | -37.4% | -38.7% |
| 3Y | +892.4% | -31.0% | +923.4% | +876.5% |
| All | +892.4% | -32.1% | +924.5% | +876.5% |
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 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