+1.8%
CMCSA vs AZO
-7.5%
+9.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.1% | +3.9% |
| 7D | +15.2% | +5.3% | +9.9% | +13.7% |
| 30D | +17.0% | +18.4% | -1.4% | +12.4% |
| 3M | +1.2% | +9.8% | -8.6% | -1.1% |
| 6M | -5.5% | -4.5% | -1.0% | -6.0% |
| YTD | -6.5% | -1.9% | -4.6% | -7.5% |
| 1Y | +1.8% | -9.5% | +11.3% | +0.4% |
| All | +1.8% | -7.5% | +9.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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