-44.8%
CMCSA vs ABCL
-41.3%
-3.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | +7.0% | +93.1% | -86.0% | +2.3% |
| 3M | +15.1% | +79.4% | -64.3% | +10.1% |
| 6M | -15.4% | +214.9% | -230.2% | -22.5% |
| YTD | -1.9% | +234.2% | -236.1% | -11.0% |
| 1Y | -12.7% | +174.8% | -187.5% | -20.2% |
| 3Y | -31.0% | +104.5% | -135.5% | -37.5% |
| All | -44.8% | -41.3% | -3.6% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling