+5.4%
CMCSA vs APH
+950.8%
-945.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.3% |
| 30D | +21.0% | -8.0% | +29.0% | +22.7% |
| 3M | -0.9% | -5.0% | +4.1% | -1.0% |
| 6M | +2.9% | +29.9% | -27.0% | -8.2% |
| YTD | -5.9% | +18.0% | -23.9% | -15.6% |
| 1Y | +2.5% | +11.3% | -8.9% | -6.5% |
| 3Y | -28.3% | +274.9% | -303.2% | -64.5% |
| 5Y | -40.8% | +300.6% | -341.4% | -72.2% |
| 10Y | +5.4% | +944.2% | -938.8% | -69.9% |
| All | +5.4% | +950.8% | -945.4% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling