-46.1%
CMCSA vs AUR
-35.0%
-11.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.5% | -6.6% |
| 7D | -8.3% | +11.1% | -19.4% | -8.8% |
| 30D | -2.4% | -6.9% | +4.5% | -2.2% |
| 3M | +4.5% | +5.5% | -1.0% | +4.0% |
| 6M | -18.8% | +41.0% | -59.8% | -20.7% |
| YTD | -8.9% | +69.3% | -78.2% | -12.1% |
| 1Y | -18.3% | +14.0% | -32.3% | -19.6% |
| 3Y | -35.0% | +90.1% | -125.0% | -40.4% |
| 5Y | -48.2% | -34.4% | -13.7% | -55.8% |
| All | -46.1% | -35.0% | -11.1% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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