+4.6%
CMCSA vs AG
+64.8%
-60.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.7% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -2.4% | +12.5% | -14.9% | -2.8% |
| 3M | +4.5% | +28.2% | -23.6% | +3.5% |
| 6M | -18.8% | -18.8% | +0.1% | -18.5% |
| YTD | -8.9% | +27.4% | -36.3% | -10.4% |
| 1Y | -18.3% | +132.2% | -150.5% | -21.7% |
| 3Y | -35.0% | +286.9% | -321.8% | -40.0% |
| 5Y | -48.2% | +72.8% | -120.9% | -51.0% |
| 10Y | +4.6% | +74.6% | -70.0% | -2.2% |
| All | +4.6% | +64.8% | -60.3% | -2.2% |
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