-33.8%
CMCSA vs ABCL
-81.3%
+47.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +15.1% | +79.4% | -64.3% | +11.3% |
| 6M | -15.4% | +214.9% | -230.2% | -20.7% |
| YTD | -1.9% | +234.2% | -236.1% | -8.8% |
| 1Y | -12.7% | +174.8% | -187.5% | -18.3% |
| 3Y | -31.0% | +104.5% | -135.5% | -36.1% |
| 5Y | -46.1% | -39.0% | -7.1% | -49.7% |
| All | -33.8% | -81.3% | +47.5% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling