+2,236.9%
CMCSA vs APA
+815.8%
+1,421.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | +7.0% | +23.4% | -16.4% | +3.2% |
| 3M | +15.1% | +12.7% | +2.4% | +12.3% |
| 6M | -15.4% | +39.4% | -54.8% | -20.7% |
| YTD | -1.9% | +79.0% | -80.8% | -12.2% |
| 1Y | -12.7% | +88.8% | -101.5% | -23.0% |
| 3Y | -31.0% | +6.4% | -37.4% | -34.8% |
| 5Y | -46.1% | +153.0% | -199.1% | -58.0% |
| 10Y | +10.8% | +7.5% | +3.3% | -16.9% |
| All | +2,236.9% | +815.8% | +1,421.1% | +1,103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling