+8.2%
CMCSA vs APH
+978.7%
-970.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.7% | -1.6% |
| 7D | +2.7% | +1.1% | +1.6% | +1.9% |
| 30D | +18.6% | -7.5% | +26.1% | +20.2% |
| 3M | -1.8% | -4.4% | +2.6% | -2.0% |
| 6M | -0.7% | +26.5% | -27.1% | -10.5% |
| YTD | -7.8% | +20.0% | -27.9% | -17.7% |
| 1Y | +0.7% | +16.9% | -16.1% | -9.6% |
| 3Y | -28.0% | +288.5% | -316.5% | -64.8% |
| 5Y | -42.1% | +310.3% | -352.4% | -73.0% |
| 10Y | +8.2% | +951.3% | -943.1% | -68.6% |
| All | +8.2% | +978.7% | -970.5% | -68.6% |
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