+221.1%
CMCSA vs AG
+445.6%
-224.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | +7.0% | +19.2% | -12.1% | +5.8% |
| 3M | +15.1% | +6.2% | +8.9% | +14.2% |
| 6M | -15.4% | -26.7% | +11.3% | -14.4% |
| YTD | -1.9% | +26.1% | -28.0% | -4.7% |
| 1Y | -12.7% | +131.7% | -144.4% | -19.0% |
| 3Y | -31.0% | +255.3% | -286.3% | -39.4% |
| 5Y | -46.1% | +61.9% | -108.0% | -51.0% |
| 10Y | +10.8% | +72.0% | -61.2% | -6.2% |
| All | +221.1% | +445.6% | -224.6% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling