-7.7%
AAL vs CMCSA
-30.3%
+22.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -19.0% | +3.8% | -22.8% | -20.6% |
| 3M | -5.1% | +12.3% | -17.4% | -10.8% |
| 6M | +15.5% | -15.4% | +30.9% | +23.6% |
| YTD | -15.8% | -2.5% | -13.3% | -17.4% |
| 1Y | -0.3% | -13.4% | +13.1% | +4.9% |
| 3Y | -7.7% | -30.4% | +22.7% | +5.2% |
| All | -7.7% | -30.3% | +22.6% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling