+3.2%
CMCSA vs APA
+7.0%
-3.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.1% |
| 7D | -0.6% | +9.6% | -10.2% | -1.6% |
| 30D | +18.8% | -0.2% | +19.0% | +18.6% |
| 3M | -1.1% | +19.8% | -21.0% | -3.5% |
| 6M | +2.5% | +30.1% | -27.5% | -1.2% |
| YTD | -6.7% | +100.4% | -107.2% | -15.0% |
| 1Y | 0.0% | +105.2% | -105.2% | -9.3% |
| 3Y | -28.9% | +44.6% | -73.5% | -34.3% |
| 5Y | -41.1% | +88.8% | -129.9% | -48.6% |
| All | +3.2% | +7.0% | -3.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling