+285.4%
CMCSA vs AGG
+97.4%
+188.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.6% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -2.4% | -0.2% | -2.2% | -2.5% |
| 3M | +4.5% | -0.7% | +5.2% | +4.4% |
| 6M | -18.8% | -1.8% | -17.0% | -19.0% |
| YTD | -8.9% | -0.6% | -8.4% | -9.0% |
| 1Y | -18.3% | +0.4% | -18.7% | -18.2% |
| 3Y | -35.0% | +13.2% | -48.1% | -33.5% |
| 5Y | -48.2% | -2.0% | -46.2% | -50.2% |
| 10Y | +4.6% | +15.1% | -10.5% | +10.6% |
| All | +285.4% | +97.4% | +188.0% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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