+2.5%
CMCSA vs APA
+95.1%
-92.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +1.2% |
| 7D | +0.7% | +5.1% | -4.4% | +0.8% |
| 30D | +21.0% | +0.3% | +20.7% | +20.9% |
| 3M | -0.9% | +15.6% | -16.6% | -1.0% |
| 6M | +2.9% | +28.9% | -26.0% | +2.5% |
| YTD | -5.9% | +96.6% | -102.5% | -6.1% |
| 1Y | +2.5% | +95.5% | -93.1% | +1.0% |
| All | +2.5% | +95.1% | -92.7% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling