-27.1%
CMCSA vs APTV
-48.7%
+21.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +3.2% | -1.7% | +4.9% | +3.5% |
| 30D | +19.5% | -11.6% | +31.1% | +22.1% |
| 3M | -2.4% | -21.2% | +18.8% | +1.6% |
| 6M | +3.8% | -28.5% | +32.4% | +8.2% |
| YTD | -5.4% | -49.1% | +43.7% | +5.1% |
| 1Y | +1.1% | -52.2% | +53.3% | +13.8% |
| 3Y | -27.1% | -48.6% | +21.5% | -22.4% |
| All | -27.1% | -48.7% | +21.6% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling