-31.0%
CMCSA vs ABCL
+156.0%
-187.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -9.0% | -2.4% |
| 7D | +5.0% | -3.2% | +8.2% | +5.1% |
| 30D | +16.5% | -7.4% | +23.9% | +16.6% |
| 3M | -1.6% | +81.9% | -83.5% | -4.5% |
| 6M | -5.0% | +135.7% | -140.8% | -9.3% |
| YTD | -8.3% | +247.4% | -255.6% | -14.5% |
| 1Y | +0.4% | +162.3% | -161.9% | -4.9% |
| 3Y | -31.0% | +165.5% | -196.4% | -37.4% |
| All | -31.0% | +156.0% | -187.0% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling