+1.8%
CMCSA vs AA
+13.9%
-12.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +5.1% |
| 7D | +15.2% | +0.9% | +14.3% | +15.2% |
| 30D | +17.0% | -6.4% | +23.4% | +16.8% |
| 3M | +1.2% | -13.0% | +14.2% | +0.8% |
| 6M | -5.5% | -34.6% | +29.1% | -6.3% |
| YTD | -6.5% | -23.0% | +16.5% | -6.6% |
| 1Y | +1.8% | +16.0% | -14.2% | +2.1% |
| All | +1.8% | +13.9% | -12.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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