-29.9%
CMCSA vs AA
+82.7%
-112.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | +7.0% | +5.0% | +2.0% | +6.4% |
| 3M | +15.1% | -35.8% | +50.9% | +19.6% |
| 6M | -15.4% | -18.4% | +3.0% | -14.7% |
| YTD | -1.9% | -5.5% | +3.6% | -3.4% |
| 1Y | -12.7% | +61.0% | -73.7% | -20.9% |
| All | -29.9% | +82.7% | -112.6% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling