-26.6%
CMCSA vs JAAA
+30.3%
-56.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +19.5% | +0.4% | +19.1% | +18.9% |
| 3M | -2.4% | +1.2% | -3.6% | -3.9% |
| 6M | +3.8% | +2.3% | +1.5% | +0.7% |
| YTD | -5.4% | +4.0% | -9.4% | -10.2% |
| 1Y | +1.1% | +4.8% | -3.7% | -5.1% |
| 3Y | -27.1% | +18.4% | -45.6% | -38.6% |
| 5Y | -40.3% | +27.5% | -67.8% | -52.0% |
| All | -26.6% | +30.3% | -56.9% | -47.5% |
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