-45.0%
CMCSA vs ALC
-15.6%
-29.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +0.1% | -3.7% | +3.8% | +1.2% |
| 30D | +3.8% | -3.7% | +7.6% | +5.0% |
| 3M | +12.3% | +4.6% | +7.8% | +10.8% |
| 6M | -15.4% | -14.6% | -0.8% | -11.8% |
| YTD | -2.5% | -11.9% | +9.4% | +0.5% |
| 1Y | -13.4% | -13.1% | -0.2% | -10.4% |
| 3Y | -30.4% | -15.0% | -15.4% | -28.8% |
| 5Y | -45.0% | -16.2% | -28.8% | -48.5% |
| All | -45.0% | -15.6% | -29.4% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling