-47.2%
CMCSA vs AGI
+400.3%
-447.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.9% | -2.7% | -2.1% | -4.8% |
| 30D | -1.1% | +7.2% | -8.3% | -1.4% |
| 3M | +6.6% | +4.3% | +2.3% | +6.3% |
| 6M | -15.5% | -27.1% | +11.6% | -14.5% |
| YTD | -6.7% | -6.6% | -0.1% | -6.9% |
| 1Y | -15.6% | +9.5% | -25.1% | -16.8% |
| 3Y | -33.7% | +208.4% | -242.1% | -40.4% |
| All | -47.2% | +400.3% | -447.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling