-31.0%
CMCSA vs ALHC
+21.9%
-52.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.1% |
| 7D | +5.0% | +1.0% | +4.1% | +5.0% |
| 30D | +16.5% | -14.2% | +30.6% | +17.0% |
| 3M | -1.6% | -45.1% | +43.5% | 0.0% |
| 6M | -5.0% | -59.5% | +54.5% | -3.0% |
| YTD | -8.3% | -62.8% | +54.6% | -6.2% |
| 1Y | +0.4% | -55.5% | +55.9% | +1.8% |
| 3Y | -31.0% | +25.7% | -56.7% | -32.6% |
| All | -31.0% | +21.9% | -52.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling