+2,095.8%
CMCSA vs APD
+6,318.0%
-4,222.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.3% |
| 7D | +2.7% | -1.6% | +4.2% | +3.3% |
| 30D | +18.6% | +10.6% | +8.0% | +13.9% |
| 3M | -1.8% | +2.5% | -4.4% | -2.8% |
| 6M | -0.7% | +6.0% | -6.6% | -3.5% |
| YTD | -7.8% | +28.4% | -36.3% | -17.5% |
| 1Y | +0.7% | +22.2% | -21.4% | -8.2% |
| 3Y | -28.0% | +26.6% | -54.5% | -37.3% |
| 5Y | -42.1% | +11.8% | -53.9% | -48.1% |
| 10Y | +8.2% | +187.8% | -179.6% | -37.1% |
| All | +2,095.8% | +6,318.0% | -4,222.2% | +151.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling