+4.7%
CMCSA vs AG
+76.0%
-71.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.5% |
| 7D | +3.2% | -10.0% | +13.1% | +3.5% |
| 30D | +19.5% | -10.5% | +30.0% | +19.8% |
| 3M | -2.4% | -27.3% | +24.9% | -1.7% |
| 6M | +3.8% | -43.0% | +46.8% | +5.3% |
| YTD | -5.4% | -17.9% | +12.5% | -5.8% |
| 1Y | +1.1% | +11.9% | -10.8% | -0.5% |
| 3Y | -27.1% | +201.8% | -228.9% | -32.5% |
| 5Y | -40.3% | -0.1% | -40.2% | -42.6% |
| All | +4.7% | +76.0% | -71.3% | -4.5% |
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