-28.0%
CMCSA vs AG
+232.7%
-260.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.5% |
| 7D | +2.7% | +10.8% | -8.1% | +2.7% |
| 30D | +18.6% | -8.2% | +26.8% | +18.6% |
| 3M | -1.8% | -13.7% | +11.8% | -2.0% |
| 6M | -0.7% | -27.3% | +26.6% | -0.7% |
| YTD | -7.8% | -4.6% | -3.3% | -8.1% |
| 1Y | +0.7% | +39.4% | -38.6% | +0.3% |
| 3Y | -28.0% | +244.1% | -272.1% | -30.9% |
| All | -28.0% | +232.7% | -260.6% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling