-44.8%
CMCSA vs AVAV
+39.7%
-84.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -2.0% |
| 30D | +7.0% | -13.9% | +21.0% | +8.0% |
| 3M | +15.1% | -29.2% | +44.3% | +17.2% |
| 6M | -15.4% | -36.1% | +20.8% | -13.5% |
| YTD | -1.9% | -40.2% | +38.3% | -0.4% |
| 1Y | -12.7% | -36.2% | +23.5% | -12.6% |
| 3Y | -31.0% | +47.5% | -78.5% | -41.0% |
| All | -44.8% | +39.7% | -84.5% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling