+6.1%
CMCSA vs AU
+699.0%
-692.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.9% | -4.3% | -0.6% | -4.8% |
| 30D | -1.1% | +7.3% | -8.4% | -1.2% |
| 3M | +6.6% | +26.3% | -19.8% | +6.2% |
| 6M | -15.5% | +1.8% | -17.2% | -15.6% |
| YTD | -6.7% | +26.8% | -33.5% | -7.2% |
| 1Y | -15.6% | +66.7% | -82.3% | -16.6% |
| 3Y | -33.7% | +579.1% | -612.8% | -36.9% |
| 5Y | -46.6% | +689.3% | -736.0% | -49.5% |
| All | +6.1% | +699.0% | -692.9% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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