-45.0%
CMCSA vs AA
+17.0%
-62.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | +0.1% | +1.7% | -1.5% | -0.1% |
| 30D | +3.8% | +3.3% | +0.5% | +3.3% |
| 3M | +12.3% | -29.4% | +41.7% | +16.2% |
| 6M | -15.4% | -12.8% | -2.6% | -15.1% |
| YTD | -2.5% | -2.1% | -0.4% | -4.0% |
| 1Y | -13.4% | +62.8% | -76.1% | -20.8% |
| 3Y | -30.4% | +90.5% | -120.8% | -39.6% |
| 5Y | -45.0% | +19.1% | -64.1% | -52.0% |
| All | -45.0% | +17.0% | -62.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling