+2,222.8%
CMCSA vs AFL
+18,542.8%
-16,320.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | +0.1% | -0.7% | +0.9% | +0.4% |
| 30D | +3.8% | -7.1% | +10.9% | +6.4% |
| 3M | +12.3% | +0.4% | +11.9% | +12.1% |
| 6M | -15.4% | +4.5% | -19.9% | -16.8% |
| YTD | -2.5% | +6.1% | -8.6% | -4.7% |
| 1Y | -13.4% | +10.6% | -23.9% | -16.5% |
| 3Y | -30.4% | +64.0% | -94.4% | -41.9% |
| 5Y | -45.0% | +133.7% | -178.8% | -59.6% |
| 10Y | +10.2% | +298.0% | -287.9% | -34.7% |
| All | +2,222.8% | +18,542.8% | -16,320.0% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling