-29.4%
CMCSA vs JAAA
+29.3%
-58.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | +0.1% | -8.4% | -8.4% |
| 30D | -2.4% | +0.5% | -2.9% | -3.0% |
| 3M | +4.5% | +1.2% | +3.3% | +2.8% |
| 6M | -18.8% | +2.7% | -21.5% | -21.6% |
| YTD | -8.9% | +3.2% | -12.1% | -12.7% |
| 1Y | -18.3% | +4.8% | -23.1% | -23.3% |
| 3Y | -35.0% | +19.0% | -54.0% | -45.2% |
| 5Y | -48.2% | +26.8% | -74.9% | -58.1% |
| All | -29.4% | +29.3% | -58.7% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling