-42.1%
CMCSA vs ALB
-61.7%
+19.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +5.0% | +9.1% | -4.0% | +4.2% |
| 30D | +16.5% | -3.4% | +19.9% | +16.8% |
| 3M | -1.6% | -20.6% | +19.0% | +0.5% |
| 6M | -5.0% | -48.2% | +43.1% | +0.9% |
| YTD | -8.3% | -29.2% | +21.0% | -6.5% |
| 1Y | +0.4% | +10.0% | -9.6% | -2.9% |
| 3Y | -31.0% | -12.9% | -18.1% | -34.6% |
| All | -42.1% | -61.7% | +19.6% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling