+3.2%
CMCSA vs APD
+191.6%
-188.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.6% | +2.2% | -2.8% | -1.4% |
| 30D | +18.8% | +9.4% | +9.3% | +14.9% |
| 3M | -1.1% | +4.7% | -5.8% | -2.8% |
| 6M | +2.5% | +5.5% | -3.0% | +0.1% |
| YTD | -6.7% | +31.4% | -38.1% | -16.6% |
| 1Y | 0.0% | +24.1% | -24.1% | -8.8% |
| 3Y | -28.9% | +28.8% | -57.7% | -38.0% |
| 5Y | -41.1% | +15.8% | -56.9% | -47.5% |
| All | +3.2% | +191.6% | -188.4% | -40.3% |
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