-18.3%
CMCSA vs AG
+124.1%
-142.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.7% | -6.6% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -2.4% | +12.5% | -14.9% | -2.3% |
| 3M | +4.5% | +28.2% | -23.6% | +4.9% |
| 6M | -18.8% | -18.8% | +0.1% | -18.6% |
| YTD | -8.9% | +27.4% | -36.3% | -8.2% |
| 1Y | -18.3% | +132.2% | -150.5% | -18.5% |
| All | -18.3% | +124.1% | -142.4% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling