+1.1%
CMCSA vs AR
+5.2%
-4.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +5.0% | -14.3% | +19.3% | +5.1% |
| 30D | +16.5% | +1.4% | +15.0% | +15.9% |
| 3M | -1.6% | +3.4% | -5.0% | -1.9% |
| 6M | -5.0% | -2.1% | -3.0% | -5.5% |
| YTD | -8.3% | +4.7% | -13.0% | -9.2% |
| All | +1.1% | +5.2% | -4.1% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling