-27.6%
AAL vs CMCSA
+325.2%
-352.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -2.2% |
| 7D | -0.1% | +3.2% | -3.2% | -2.5% |
| 30D | +11.7% | +19.5% | -7.8% | -3.1% |
| 3M | -12.5% | -2.4% | -10.1% | -11.9% |
| 6M | +3.6% | +3.8% | -0.2% | -1.4% |
| YTD | -14.1% | -5.4% | -8.7% | -14.5% |
| 1Y | +0.8% | +1.1% | -0.4% | -5.3% |
| 3Y | +11.8% | -27.1% | +38.9% | +33.6% |
| 5Y | -35.1% | -40.3% | +5.2% | -10.9% |
| 10Y | -68.3% | +6.0% | -74.2% | -75.2% |
| All | -27.6% | +325.2% | -352.8% | -84.6% |
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 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