-33.8%
CMCSA vs AU
+574.0%
-607.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +2.3% |
| 7D | -5.6% | -7.0% | +1.4% | -5.6% |
| 30D | -1.9% | +7.3% | -9.2% | -1.8% |
| 3M | +6.4% | +33.2% | -26.8% | +6.9% |
| 6M | -16.9% | -0.6% | -16.3% | -16.7% |
| YTD | -6.8% | +26.2% | -32.9% | -6.6% |
| 1Y | -15.9% | +68.3% | -84.2% | -15.8% |
| All | -33.8% | +574.0% | -607.7% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling