-45.0%
CMCSA vs APA
+156.3%
-201.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | +3.8% | +15.7% | -11.9% | +1.9% |
| 3M | +12.3% | +16.5% | -4.1% | +10.0% |
| 6M | -15.4% | +35.1% | -50.5% | -19.1% |
| YTD | -2.5% | +82.2% | -84.7% | -10.5% |
| 1Y | -13.4% | +102.5% | -115.8% | -21.9% |
| 3Y | -30.4% | +10.3% | -40.7% | -34.3% |
| 5Y | -45.0% | +166.1% | -211.1% | -56.6% |
| All | -45.0% | +156.3% | -201.3% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling