+169.1%
CMCSA vs AVAV
+351.0%
-182.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.5% | -12.7% | -3.5% |
| 7D | +5.0% | -10.6% | +15.6% | +6.2% |
| 30D | +16.5% | -18.8% | +35.3% | +19.1% |
| 3M | -1.6% | -34.1% | +32.5% | +3.0% |
| 6M | -5.0% | -35.3% | +30.3% | -1.7% |
| YTD | -8.3% | -53.4% | +45.1% | -2.8% |
| 1Y | +0.4% | -65.6% | +66.0% | +10.6% |
| 3Y | -31.0% | -5.1% | -25.9% | -38.0% |
| 5Y | -42.5% | +18.5% | -61.1% | -52.1% |
| 10Y | +12.6% | +369.8% | -357.3% | -31.9% |
| All | +169.1% | +351.0% | -182.0% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling