+2,245.8%
CMCSA vs AZO
+41,812.3%
-39,566.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.7% |
| 7D | -5.6% | -2.9% | -2.6% | -4.7% |
| 30D | -1.9% | -5.3% | +3.4% | -0.2% |
| 3M | +6.4% | -7.3% | +13.8% | +8.9% |
| 6M | -16.9% | -22.7% | +5.7% | -10.5% |
| YTD | -6.8% | -15.0% | +8.3% | -2.7% |
| 1Y | -15.9% | -32.2% | +16.3% | -6.1% |
| 3Y | -33.4% | +10.0% | -43.4% | -37.0% |
| 5Y | -46.7% | +85.8% | -132.5% | -57.9% |
| 10Y | +7.0% | +298.9% | -291.8% | -35.9% |
| All | +2,245.8% | +41,812.3% | -39,566.5% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling