+4.7%
CMCSA vs ALB
+32.4%
-27.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.6% |
| 7D | +3.2% | -5.8% | +8.9% | +4.0% |
| 30D | +19.5% | -4.5% | +24.1% | +20.1% |
| 3M | -2.4% | -28.1% | +25.7% | +1.9% |
| 6M | +3.8% | -53.2% | +57.0% | +14.8% |
| YTD | -5.4% | -33.3% | +27.9% | -2.0% |
| 1Y | +1.1% | -17.4% | +18.5% | +1.1% |
| 3Y | -27.1% | -14.1% | -13.0% | -31.8% |
| 5Y | -40.3% | -64.0% | +23.7% | -36.5% |
| All | +4.7% | +32.4% | -27.6% | -24.7% |
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