-35.3%
CMCSA vs APTV
-56.4%
+21.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.7% | -3.9% | -6.2% |
| 7D | -8.3% | -1.2% | -7.1% | -8.1% |
| 30D | -2.4% | -10.6% | +8.2% | -0.6% |
| 3M | +4.5% | -35.0% | +39.5% | +12.0% |
| 6M | -18.8% | -38.9% | +20.1% | -12.5% |
| YTD | -8.9% | -41.5% | +32.6% | -1.5% |
| 1Y | -18.3% | -45.8% | +27.5% | -10.2% |
| All | -35.3% | -56.4% | +21.1% | -29.9% |
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