-20.1%
CMCSA vs AVTR
+1.7%
-21.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -2.1% | +2.7% | -4.8% | -2.6% |
| 30D | +7.0% | +12.1% | -5.0% | +4.8% |
| 3M | +15.1% | +57.2% | -42.2% | +5.3% |
| 6M | -15.4% | +73.1% | -88.4% | -24.3% |
| YTD | -1.9% | +30.6% | -32.5% | -7.7% |
| 1Y | -12.7% | +13.5% | -26.2% | -16.5% |
| 3Y | -31.0% | -31.0% | 0.0% | -28.9% |
| 5Y | -46.1% | -63.2% | +17.1% | -37.4% |
| All | -20.1% | +1.7% | -21.8% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling