+400.4%
ALAB vs CMCSA
-27.4%
+427.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.4% | +9.7% |
| 7D | +7.2% | -2.1% | +9.3% | +6.9% |
| 30D | -2.5% | +7.0% | -9.6% | -1.5% |
| 3M | -13.3% | +15.1% | -28.4% | -11.3% |
| 6M | +172.8% | -15.4% | +188.2% | +176.7% |
| YTD | +86.6% | -1.9% | +88.5% | +87.1% |
| 1Y | +65.2% | -12.7% | +77.9% | +70.9% |
| All | +400.4% | -27.4% | +427.8% | +420.3% |
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