+4.6%
CMCSA vs APD
+162.9%
-158.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.3% |
| 7D | -8.3% | -4.6% | -3.7% | -6.6% |
| 30D | -2.4% | -4.2% | +1.8% | -0.8% |
| 3M | +4.5% | +5.0% | -0.5% | +2.3% |
| 6M | -18.8% | +8.9% | -27.7% | -21.8% |
| YTD | -8.9% | +21.9% | -30.8% | -16.2% |
| 1Y | -18.3% | +5.6% | -23.9% | -20.9% |
| 3Y | -35.0% | +6.9% | -41.8% | -39.0% |
| 5Y | -48.2% | +25.3% | -73.5% | -56.0% |
| 10Y | +4.6% | +169.1% | -164.5% | -39.4% |
| All | +4.6% | +162.9% | -158.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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