+2,095.8%
CMCSA vs APA
+858.7%
+1,237.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.7% | -8.7% | +11.4% | +4.1% |
| 30D | +18.6% | -2.4% | +21.0% | +18.8% |
| 3M | -1.8% | +19.0% | -20.8% | -5.2% |
| 6M | -0.7% | +26.8% | -27.5% | -5.4% |
| YTD | -7.8% | +87.3% | -95.2% | -18.4% |
| 1Y | +0.7% | +92.3% | -91.6% | -11.4% |
| 3Y | -28.0% | +37.3% | -65.2% | -34.9% |
| 5Y | -42.1% | +73.2% | -115.3% | -51.8% |
| 10Y | +8.2% | -0.9% | +9.0% | -17.4% |
| All | +2,095.8% | +858.7% | +1,237.1% | +1,017.8% |
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