+2,236.9%
CMCSA vs AA
+295.2%
+1,941.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +7.0% | +5.0% | +2.0% | +5.5% |
| 3M | +15.1% | -35.8% | +50.9% | +25.8% |
| 6M | -15.4% | -18.4% | +3.0% | -13.5% |
| YTD | -1.9% | -5.5% | +3.6% | -4.0% |
| 1Y | -12.7% | +61.0% | -73.7% | -25.6% |
| 3Y | -31.0% | +66.2% | -97.2% | -45.0% |
| 5Y | -46.1% | +11.4% | -57.5% | -56.8% |
| 10Y | +10.8% | +116.9% | -106.0% | -39.4% |
| All | +2,236.9% | +295.2% | +1,941.7% | +546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling