+40.1%
ALAB vs CMCSA
-19.1%
+59.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.6% | +10.7% | +0.1% |
| 7D | +9.6% | -8.3% | +17.9% | +4.4% |
| 30D | -5.3% | -2.4% | -2.8% | -6.2% |
| 3M | -12.0% | +4.5% | -16.6% | -8.3% |
| 6M | +145.7% | -18.8% | +164.5% | +128.3% |
| YTD | +80.7% | -8.9% | +89.6% | +81.8% |
| 1Y | +40.1% | -18.3% | +58.4% | +27.2% |
| All | +40.1% | -19.1% | +59.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling