-28.2%
CMCSA vs ALLE
+92.1%
-120.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | +18.8% | +24.1% | -5.3% | +13.5% |
| 3M | -1.1% | +14.8% | -15.9% | -4.1% |
| 6M | +2.5% | +45.9% | -43.3% | -5.3% |
| YTD | -6.7% | +20.7% | -27.5% | -10.6% |
| 1Y | 0.0% | +14.2% | -14.2% | -3.0% |
| All | -28.2% | +92.1% | -120.2% | -38.4% |
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