-42.1%
CMCSA vs APD
+11.0%
-53.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | +5.0% | -3.7% | +8.7% | +6.1% |
| 30D | +16.5% | +9.6% | +6.9% | +13.8% |
| 3M | -1.6% | +1.6% | -3.2% | -2.0% |
| 6M | -5.0% | +2.2% | -7.2% | -5.8% |
| YTD | -8.3% | +25.9% | -34.1% | -14.1% |
| 1Y | +0.4% | +20.1% | -19.7% | -4.9% |
| 3Y | -31.0% | +12.4% | -43.4% | -34.3% |
| All | -42.1% | +11.0% | -53.1% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling