-27.6%
CMCSA vs JAAA
+29.4%
-57.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -4.9% | +0.1% | -4.9% | -5.0% |
| 30D | -1.1% | +0.5% | -1.6% | -1.8% |
| 3M | +6.6% | +1.3% | +5.3% | +4.8% |
| 6M | -15.5% | +2.8% | -18.3% | -18.5% |
| YTD | -6.7% | +3.3% | -9.9% | -10.6% |
| 1Y | -15.6% | +4.9% | -20.5% | -20.9% |
| 3Y | -33.7% | +19.0% | -52.7% | -44.1% |
| 5Y | -46.6% | +26.9% | -73.5% | -56.9% |
| All | -27.6% | +29.4% | -57.0% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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