-29.6%
CMCSA vs ALB
-29.2%
-0.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.3% |
| 7D | -2.1% | -8.1% | +6.0% | -1.5% |
| 30D | +7.0% | +6.3% | +0.8% | +6.5% |
| 3M | +15.1% | -23.6% | +38.7% | +17.2% |
| 6M | -15.4% | -24.6% | +9.3% | -14.0% |
| YTD | -1.9% | -10.3% | +8.4% | -2.1% |
| 1Y | -12.7% | +61.5% | -74.2% | -17.9% |
| All | -29.6% | -29.2% | -0.5% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling