+2.6%
CMCSA vs AG
+24.7%
-22.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.8% | +0.9% |
| 7D | +4.6% | +6.0% | -1.4% | +4.6% |
| 30D | +19.8% | -13.5% | +33.3% | +19.5% |
| 3M | -0.3% | -20.7% | +20.4% | -0.7% |
| 6M | +0.3% | -31.5% | +31.8% | +0.1% |
| YTD | -6.9% | -10.1% | +3.2% | -7.5% |
| 1Y | +2.6% | +26.0% | -23.4% | +0.4% |
| All | +2.6% | +24.7% | -22.2% | +0.4% |
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