-40.2%
CMCSA vs ALK
-31.3%
-8.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.7% |
| 7D | +3.2% | -1.2% | +4.3% | +3.3% |
| 30D | +19.5% | +7.7% | +11.8% | +17.7% |
| 3M | -2.4% | -19.0% | +16.6% | +1.0% |
| 6M | +3.8% | -0.2% | +4.1% | +2.4% |
| YTD | -5.4% | -23.5% | +18.1% | -2.8% |
| 1Y | +1.1% | -9.1% | +10.2% | -0.4% |
| 3Y | -27.1% | +12.0% | -39.2% | -36.0% |
| All | -40.2% | -31.3% | -8.8% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling