+6.4%
CMCSA vs ALLE
+217.2%
-210.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +19.8% | +25.9% | -6.1% | +9.1% |
| 3M | -0.3% | +14.9% | -15.1% | -5.8% |
| 6M | +0.3% | +42.1% | -41.8% | -13.7% |
| YTD | -6.9% | +20.4% | -27.3% | -14.9% |
| 1Y | +2.6% | +14.9% | -12.3% | -4.3% |
| 3Y | -29.0% | +90.1% | -119.1% | -48.4% |
| 5Y | -42.0% | +53.0% | -95.0% | -54.4% |
| 10Y | +6.4% | +208.8% | -202.4% | -36.9% |
| All | +6.4% | +217.2% | -210.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling