-22.5%
AAL vs CMCSA
+318.2%
-340.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -1.1% |
| 7D | +10.1% | +4.6% | +5.5% | +6.3% |
| 30D | +10.6% | +19.8% | -9.2% | -4.3% |
| 3M | -5.9% | -0.3% | -5.7% | -6.9% |
| 6M | +5.7% | +0.3% | +5.4% | +3.4% |
| YTD | -8.0% | -6.9% | -1.0% | -7.2% |
| 1Y | +6.0% | +2.6% | +3.4% | -1.6% |
| 3Y | +19.6% | -29.0% | +48.6% | +45.9% |
| 5Y | -34.6% | -42.0% | +7.4% | -8.0% |
| 10Y | -65.5% | +6.4% | -71.9% | -73.2% |
| All | -22.5% | +318.2% | -340.7% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling