-46.7%
CMCSA vs JAAA
+26.8%
-73.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -1.9% | +0.4% | -2.3% | -2.4% |
| 3M | +6.4% | +1.2% | +5.2% | +4.9% |
| 6M | -16.9% | +2.7% | -19.6% | -19.5% |
| YTD | -6.8% | +3.2% | -10.0% | -10.3% |
| 1Y | -15.9% | +4.8% | -20.7% | -20.6% |
| 3Y | -33.4% | +19.0% | -52.4% | -41.7% |
| 5Y | -46.7% | +26.8% | -73.5% | -55.4% |
| All | -46.7% | +26.8% | -73.5% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling