+6.4%
CMCSA vs AG
+64.1%
-57.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.8% | +1.1% |
| 7D | +4.6% | +6.0% | -1.4% | +4.4% |
| 30D | +19.8% | -13.5% | +33.3% | +20.2% |
| 3M | -0.3% | -20.7% | +20.4% | +0.2% |
| 6M | +0.3% | -31.5% | +31.8% | +1.1% |
| YTD | -6.9% | -10.1% | +3.2% | -7.5% |
| 1Y | +2.6% | +26.0% | -23.4% | +0.6% |
| 3Y | -29.0% | +228.9% | -257.9% | -34.3% |
| 5Y | -42.0% | +8.7% | -50.7% | -44.3% |
| 10Y | +6.4% | +71.9% | -65.4% | -3.0% |
| All | +6.4% | +64.1% | -57.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling