+317.7%
CMCSA vs AGI
+5,381.0%
-5,063.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.1% | +4.4% | -4.3% | 0.0% |
| 30D | +3.8% | +10.0% | -6.1% | +3.5% |
| 3M | +12.3% | +1.7% | +10.6% | +12.1% |
| 6M | -15.4% | -26.8% | +11.4% | -14.7% |
| YTD | -2.5% | -5.3% | +2.8% | -2.7% |
| 1Y | -13.4% | +11.5% | -24.9% | -14.2% |
| 3Y | -30.4% | +212.9% | -243.3% | -33.8% |
| 5Y | -45.0% | +388.8% | -433.8% | -48.7% |
| 10Y | +10.2% | +383.6% | -373.4% | +0.7% |
| All | +317.7% | +5,381.0% | -5,063.3% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling