-48.2%
CMCSA vs AVTR
-64.4%
+16.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -6.2% |
| 7D | -8.3% | +1.6% | -9.9% | -8.5% |
| 30D | -2.4% | +8.4% | -10.8% | -3.6% |
| 3M | +4.5% | +50.2% | -45.6% | -2.0% |
| 6M | -18.8% | +82.6% | -101.3% | -26.5% |
| YTD | -8.9% | +29.8% | -38.8% | -13.0% |
| 1Y | -18.3% | +16.0% | -34.3% | -21.2% |
| 3Y | -35.0% | -26.4% | -8.5% | -33.7% |
| 5Y | -48.2% | -64.5% | +16.3% | -40.5% |
| All | -48.2% | -64.4% | +16.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling