-15.2%
CMCSA vs ALC
+24.0%
-39.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.1% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | +7.0% | -0.1% | +7.1% | +7.0% |
| 3M | +15.1% | +5.9% | +9.2% | +12.8% |
| 6M | -15.4% | -15.9% | +0.6% | -10.9% |
| YTD | -1.9% | -10.1% | +8.2% | +0.8% |
| 1Y | -12.7% | -10.2% | -2.5% | -10.4% |
| 3Y | -31.0% | -13.6% | -17.5% | -29.7% |
| 5Y | -46.1% | -15.1% | -31.0% | -46.1% |
| All | -15.2% | +24.0% | -39.2% | -27.2% |
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