-13.4%
CMCSA vs ALK
-35.5%
+22.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.8% | -18.5% | +22.3% | +5.5% |
| 3M | +12.3% | -3.6% | +15.9% | +12.2% |
| 6M | -15.4% | -3.7% | -11.7% | -15.3% |
| YTD | -2.5% | -19.0% | +16.5% | -1.2% |
| 1Y | -13.4% | -36.0% | +22.7% | -11.6% |
| All | -13.4% | -35.5% | +22.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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