+62.2%
CMCSA vs ALLE
+260.9%
-198.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | +7.0% | -6.8% | +13.8% | +10.0% |
| 3M | +15.1% | +21.0% | -5.9% | +5.8% |
| 6M | -15.4% | +1.1% | -16.5% | -16.5% |
| YTD | -1.9% | -0.5% | -1.4% | -3.0% |
| 1Y | -12.7% | -7.3% | -5.5% | -11.3% |
| 3Y | -31.0% | +42.3% | -73.3% | -42.9% |
| 5Y | -46.1% | +13.5% | -59.6% | -51.8% |
| 10Y | +10.8% | +144.0% | -133.2% | -30.2% |
| All | +62.2% | +260.9% | -198.7% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling