-44.8%
CMCSA vs APH
+350.9%
-395.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -2.1% | +5.0% | -7.1% | -2.8% |
| 30D | +7.0% | -3.9% | +10.9% | +7.5% |
| 3M | +15.1% | +13.0% | +2.1% | +12.1% |
| 6M | -15.4% | +25.2% | -40.5% | -19.4% |
| YTD | -1.9% | +22.9% | -24.8% | -7.5% |
| 1Y | -12.7% | +47.8% | -60.6% | -22.2% |
| 3Y | -31.0% | +283.0% | -314.0% | -58.6% |
| All | -44.8% | +350.9% | -395.7% | -70.7% |
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