+4.6%
CMCSA vs APA
-1.1%
+5.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.0% | -9.6% | -6.9% |
| 7D | -8.3% | +0.3% | -8.6% | -8.3% |
| 30D | -2.4% | +9.3% | -11.7% | -3.5% |
| 3M | +4.5% | +23.3% | -18.8% | +1.7% |
| 6M | -18.8% | +39.5% | -58.3% | -22.4% |
| YTD | -8.9% | +87.6% | -96.5% | -16.2% |
| 1Y | -18.3% | +114.2% | -132.5% | -26.4% |
| 3Y | -35.0% | +13.6% | -48.5% | -38.2% |
| 5Y | -48.2% | +175.6% | -223.7% | -56.7% |
| 10Y | +4.6% | -2.6% | +7.2% | -14.4% |
| All | +4.6% | -1.1% | +5.7% | -14.4% |
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