-40.2%
CMCSA vs APTV
-77.5%
+37.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.4% |
| 3M | -2.4% | -21.2% | +18.8% | +2.2% |
| 6M | +3.8% | -28.5% | +32.4% | +9.4% |
| YTD | -5.4% | -49.1% | +43.7% | +6.7% |
| 1Y | +1.1% | -52.2% | +53.3% | +15.6% |
| 3Y | -27.1% | -48.6% | +21.5% | -20.3% |
| All | -40.2% | -77.5% | +37.3% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling