+5.4%
CMCSA vs AVAV
+360.4%
-355.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.7% | +9.9% | -9.2% | -0.3% |
| 30D | +21.0% | -5.4% | +26.4% | +21.2% |
| 3M | -0.9% | -36.5% | +35.6% | +2.8% |
| 6M | +2.9% | -25.3% | +28.2% | +4.1% |
| YTD | -5.9% | -48.6% | +42.7% | -2.7% |
| 1Y | +2.5% | -62.1% | +64.5% | +9.3% |
| 3Y | -28.3% | +2.3% | -30.6% | -35.3% |
| 5Y | -40.8% | +35.4% | -76.2% | -50.4% |
| 10Y | +5.4% | +345.1% | -339.7% | -22.9% |
| All | +5.4% | +360.4% | -355.0% | -22.9% |
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