-31.0%
CMCSA vs ALLE
+88.9%
-119.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | +5.0% | -0.6% | +5.6% | +5.2% |
| 30D | +16.5% | +25.3% | -8.9% | +11.1% |
| 3M | -1.6% | +10.3% | -11.9% | -3.8% |
| 6M | -5.0% | +38.0% | -43.1% | -11.3% |
| YTD | -8.3% | +17.8% | -26.0% | -11.6% |
| 1Y | +0.4% | +13.6% | -13.2% | -2.5% |
| 3Y | -31.0% | +89.2% | -120.2% | -42.8% |
| All | -31.0% | +88.9% | -119.9% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling