-34.6%
AAL vs CMCSA
-41.6%
+7.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.9% |
| 7D | +10.1% | +4.6% | +5.5% | +7.3% |
| 30D | +10.6% | +19.8% | -9.2% | -0.5% |
| 3M | -5.9% | -0.3% | -5.7% | -6.4% |
| 6M | +5.7% | +0.3% | +5.4% | +4.4% |
| YTD | -8.0% | -6.9% | -1.0% | -7.5% |
| 1Y | +6.0% | +2.6% | +3.4% | -0.6% |
| 3Y | +19.6% | -29.0% | +48.6% | +40.8% |
| 5Y | -34.6% | -42.0% | +7.4% | -8.6% |
| All | -34.6% | -41.6% | +7.0% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling