+58.4%
CMCSA vs AR
-33.4%
+91.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.2% |
| 7D | +5.0% | -14.3% | +19.3% | +6.2% |
| 30D | +16.5% | +1.4% | +15.0% | +16.2% |
| 3M | -1.6% | +3.4% | -5.0% | -2.0% |
| 6M | -5.0% | -2.1% | -3.0% | -5.2% |
| YTD | -8.3% | +4.7% | -13.0% | -9.0% |
| 1Y | +0.4% | +10.6% | -10.2% | -1.0% |
| 3Y | -31.0% | +24.6% | -55.6% | -33.3% |
| 5Y | -42.5% | +71.9% | -114.4% | -46.6% |
| 10Y | +12.6% | +46.4% | -33.8% | +1.4% |
| All | +58.4% | -33.4% | +91.8% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling