+11.0%
CMCSA vs APH
+894.6%
-883.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.4% | -3.3% |
| 7D | +5.0% | -5.9% | +11.0% | +6.3% |
| 30D | +16.5% | -14.8% | +31.3% | +20.7% |
| 3M | -1.6% | -12.4% | +10.8% | +0.7% |
| 6M | -5.0% | +8.1% | -13.1% | -10.3% |
| YTD | -8.3% | +10.9% | -19.2% | -16.3% |
| 1Y | +0.4% | +8.8% | -8.4% | -8.2% |
| 3Y | -31.0% | +262.1% | -293.0% | -65.7% |
| 5Y | -42.5% | +283.1% | -325.7% | -72.8% |
| All | +11.0% | +894.6% | -883.6% | -67.1% |
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