+11.0%
CMCSA vs AVAV
+361.4%
-350.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.7% | -3.2% |
| 7D | +5.0% | -10.6% | +15.6% | +5.9% |
| 30D | +16.5% | -18.8% | +35.3% | +18.4% |
| 3M | -1.6% | -34.1% | +32.5% | +1.8% |
| 6M | -5.0% | -35.3% | +30.3% | -2.5% |
| YTD | -8.3% | -53.4% | +45.1% | -4.2% |
| 1Y | +0.4% | -65.6% | +66.0% | +8.1% |
| 3Y | -31.0% | -5.1% | -25.9% | -37.4% |
| 5Y | -42.5% | +18.5% | -61.1% | -51.2% |
| All | +11.0% | +361.4% | -350.4% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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