+1.8%
CMCSA vs ALC
+4.2%
-2.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.8% | -1.8% | +2.6% |
| 7D | +15.2% | +10.7% | +4.5% | +11.4% |
| 30D | +17.0% | +20.2% | -3.2% | +10.4% |
| 3M | +1.2% | +8.9% | -7.7% | -1.7% |
| 6M | -5.5% | +5.7% | -11.2% | -8.3% |
| YTD | -6.5% | -1.4% | -5.1% | -8.0% |
| 1Y | +1.8% | +4.7% | -2.9% | -2.9% |
| All | +1.8% | +4.2% | -2.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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