+6.1%
CMCSA vs AZO
+296.8%
-290.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.9% | -3.6% | -1.3% | -3.8% |
| 30D | -1.1% | -5.6% | +4.5% | +0.7% |
| 3M | +6.6% | -6.6% | +13.2% | +8.7% |
| 6M | -15.5% | -22.5% | +7.0% | -9.2% |
| YTD | -6.7% | -15.2% | +8.5% | -2.7% |
| 1Y | -15.6% | -33.9% | +18.3% | -5.3% |
| 3Y | -33.7% | +11.8% | -45.5% | -37.8% |
| 5Y | -46.6% | +85.5% | -132.2% | -58.4% |
| All | +6.1% | +296.8% | -290.7% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling