-40.8%
CMCSA vs AA
-11.0%
-29.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.8% |
| 7D | +0.7% | +1.1% | -0.4% | +0.5% |
| 30D | +21.0% | -1.3% | +22.2% | +21.0% |
| 3M | -0.9% | -23.9% | +23.0% | +1.7% |
| 6M | +2.9% | -36.8% | +39.7% | +7.3% |
| YTD | -5.9% | -22.2% | +16.3% | -5.4% |
| 1Y | +2.5% | +10.4% | -7.9% | -1.9% |
| 3Y | -28.3% | +72.0% | -100.3% | -37.7% |
| 5Y | -40.8% | -15.6% | -25.2% | -47.3% |
| All | -40.8% | -11.0% | -29.8% | -47.3% |
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