+10.2%
CMCSA vs ALB
+78.9%
-68.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | +0.1% | -4.4% | +4.5% | +0.7% |
| 30D | +3.8% | -1.2% | +5.0% | +3.9% |
| 3M | +12.3% | -13.3% | +25.6% | +14.1% |
| 6M | -15.4% | -19.8% | +4.4% | -13.7% |
| YTD | -2.5% | -7.9% | +5.4% | -3.2% |
| 1Y | -13.4% | +60.2% | -73.5% | -22.0% |
| 3Y | -30.4% | -26.4% | -3.9% | -31.9% |
| 5Y | -45.0% | -42.5% | -2.5% | -45.9% |
| 10Y | +10.2% | +83.0% | -72.8% | -24.2% |
| All | +10.2% | +78.9% | -68.8% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling