+1.8%
CMCSA vs APTV
-46.4%
+48.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.3% | +4.4% |
| 7D | +15.2% | -1.9% | +17.1% | +15.4% |
| 30D | +17.0% | -1.4% | +18.4% | +17.1% |
| 3M | +1.2% | -9.3% | +10.6% | +2.1% |
| 6M | -5.5% | -27.3% | +21.8% | -4.2% |
| YTD | -6.5% | -43.1% | +36.6% | -3.4% |
| 1Y | +1.8% | -46.5% | +48.3% | +7.5% |
| All | +1.8% | -46.4% | +48.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling