-29.2%
CMCSA vs APH
+282.8%
-312.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.6% |
| 7D | -2.1% | +5.0% | -7.1% | -2.2% |
| 30D | +7.0% | -3.9% | +10.9% | +7.1% |
| 3M | +15.1% | +13.0% | +2.1% | +14.3% |
| 6M | -15.4% | +25.2% | -40.5% | -16.5% |
| YTD | -1.9% | +22.9% | -24.8% | -3.7% |
| 1Y | -12.7% | +47.8% | -60.6% | -16.2% |
| All | -29.2% | +282.8% | -312.0% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling