+267.2%
ALAB vs CMCSA
-31.0%
+298.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.6% |
| 7D | +26.9% | -0.6% | +27.5% | +26.7% |
| 30D | -30.0% | +18.8% | -48.8% | -26.7% |
| 3M | -28.5% | -1.1% | -27.4% | -27.5% |
| 6M | +11.4% | +2.5% | +8.9% | +14.6% |
| YTD | +36.9% | -6.7% | +43.7% | +38.4% |
| 1Y | +44.4% | 0.0% | +44.4% | +44.3% |
| All | +267.2% | -31.0% | +298.2% | +285.1% |
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