-41.1%
CMCSA vs APH
+300.5%
-341.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.6% | +11.1% | -11.7% | -1.7% |
| 30D | +18.8% | -7.3% | +26.1% | +19.5% |
| 3M | -1.1% | -6.2% | +5.0% | -0.9% |
| 6M | +2.5% | +24.9% | -22.4% | -2.5% |
| YTD | -6.7% | +18.4% | -25.2% | -11.8% |
| 1Y | 0.0% | +13.0% | -13.0% | -4.7% |
| 3Y | -28.9% | +276.4% | -305.3% | -57.2% |
| 5Y | -41.1% | +296.4% | -337.6% | -66.5% |
| All | -41.1% | +300.5% | -341.7% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling