+1.8%
CMCSA vs APH
+16.5%
-14.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.2% | +11.1% | +4.4% |
| 7D | +15.2% | -2.4% | +17.6% | +15.0% |
| 30D | +17.0% | -9.5% | +26.5% | +16.4% |
| 3M | +1.2% | -7.6% | +8.9% | +0.9% |
| 6M | -5.5% | +12.4% | -17.9% | -5.6% |
| YTD | -6.5% | +17.5% | -24.1% | -5.3% |
| 1Y | +1.8% | +16.4% | -14.6% | +3.7% |
| All | +1.8% | +16.5% | -14.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling