-13.4%
CMCSA vs ALB
+59.9%
-73.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | +0.1% | -4.4% | +4.5% | +0.2% |
| 30D | +3.8% | -1.2% | +5.0% | +3.8% |
| 3M | +12.3% | -13.3% | +25.6% | +12.8% |
| 6M | -15.4% | -19.8% | +4.4% | -14.8% |
| YTD | -2.5% | -7.9% | +5.4% | -1.9% |
| 1Y | -13.4% | +60.2% | -73.5% | -13.4% |
| All | -13.4% | +59.9% | -73.2% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling