-15.9%
CMCSA vs AVTR
+17.0%
-32.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -2.0% | -3.5% | -5.4% |
| 30D | -1.9% | +8.1% | -9.9% | -2.2% |
| 3M | +6.4% | +54.2% | -47.8% | +4.7% |
| 6M | -16.9% | +82.6% | -99.5% | -19.2% |
| YTD | -6.8% | +29.8% | -36.6% | -6.4% |
| 1Y | -15.9% | +18.0% | -33.9% | -14.4% |
| All | -15.9% | +17.0% | -32.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling