-40.6%
CMCSA vs AVTR
-59.4%
+18.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +21.0% | +1.5% | +19.4% | +20.6% |
| 3M | -0.9% | +14.2% | -15.2% | -3.1% |
| 6M | +2.9% | +97.4% | -94.5% | -8.0% |
| YTD | -5.9% | +37.3% | -43.2% | -11.0% |
| 1Y | +2.5% | +36.8% | -34.3% | -3.2% |
| 3Y | -28.3% | -15.2% | -13.0% | -28.9% |
| All | -40.6% | -59.4% | +18.8% | -33.1% |
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