-33.8%
CMCSA vs AFL
+62.4%
-96.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -5.6% | -3.3% | -2.3% | -4.5% |
| 30D | -1.9% | -5.0% | +3.1% | -0.2% |
| 3M | +6.4% | -1.8% | +8.2% | +7.1% |
| 6M | -16.9% | +4.8% | -21.8% | -18.4% |
| YTD | -6.8% | +5.4% | -12.2% | -8.7% |
| 1Y | -15.9% | +9.0% | -24.9% | -18.6% |
| All | -33.8% | +62.4% | -96.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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