-65.1%
AAL vs CMCSA
+4.4%
-69.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +4.4% |
| 7D | -1.3% | -8.3% | +7.0% | +4.0% |
| 30D | -13.7% | -2.4% | -11.3% | -12.7% |
| 3M | -8.2% | +4.5% | -12.7% | -11.5% |
| 6M | +13.1% | -18.8% | +31.9% | +25.9% |
| YTD | -15.6% | -8.9% | -6.7% | -13.3% |
| 1Y | +1.4% | -18.3% | +19.7% | +11.6% |
| 3Y | -7.4% | -35.0% | +27.5% | +16.2% |
| 5Y | -35.9% | -48.2% | +12.2% | -8.0% |
| 10Y | -65.1% | +4.6% | -69.7% | -66.9% |
| All | -65.1% | +4.4% | -69.5% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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