-27.1%
CMCSA vs AR
+48.6%
-75.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +3.2% | +7.4% | -4.2% | +2.8% |
| 30D | +19.5% | +5.8% | +13.8% | +18.9% |
| 3M | -2.4% | +5.2% | -7.6% | -2.9% |
| 6M | +3.8% | +5.4% | -1.6% | +3.2% |
| YTD | -5.4% | +12.4% | -17.8% | -6.6% |
| 1Y | +1.1% | +12.8% | -11.7% | -0.4% |
| 3Y | -27.1% | +47.2% | -74.3% | -29.2% |
| All | -27.1% | +48.6% | -75.7% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling