-20.7%
CMCSA vs ALC
+31.8%
-52.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | +5.0% | +4.9% | +0.2% | +3.4% |
| 30D | +16.5% | +19.0% | -2.5% | +9.9% |
| 3M | -1.6% | +7.8% | -9.4% | -4.1% |
| 6M | -5.0% | +14.6% | -19.6% | -9.5% |
| YTD | -8.3% | -4.4% | -3.8% | -7.7% |
| 1Y | +0.4% | +1.4% | -1.0% | -1.1% |
| 3Y | -31.0% | +2.5% | -33.5% | -33.8% |
| 5Y | -42.5% | -10.9% | -31.6% | -43.3% |
| All | -20.7% | +31.8% | -52.5% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling