+10.2%
CMCSA vs AR
+45.1%
-34.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +3.8% | +12.6% | -8.8% | +2.9% |
| 3M | +12.3% | +10.0% | +2.3% | +11.5% |
| 6M | -15.4% | +0.6% | -16.0% | -15.6% |
| YTD | -2.5% | +13.4% | -15.9% | -3.7% |
| 1Y | -13.4% | +21.7% | -35.1% | -15.0% |
| 3Y | -30.4% | +45.8% | -76.2% | -33.3% |
| 5Y | -45.0% | +144.3% | -189.3% | -49.8% |
| 10Y | +10.2% | +41.8% | -31.6% | +2.5% |
| All | +10.2% | +45.1% | -34.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling