+51.6%
CMCSA vs ALLE
+327.3%
-275.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | +5.0% | -0.6% | +5.6% | +5.3% |
| 30D | +16.5% | +25.3% | -8.9% | +6.4% |
| 3M | -1.6% | +10.3% | -11.9% | -5.5% |
| 6M | -5.0% | +38.0% | -43.1% | -17.2% |
| YTD | -8.3% | +17.8% | -26.0% | -15.3% |
| 1Y | +0.4% | +13.6% | -13.2% | -6.0% |
| 3Y | -31.0% | +89.2% | -120.2% | -49.3% |
| 5Y | -42.5% | +51.1% | -93.6% | -54.4% |
| 10Y | +12.6% | +228.1% | -215.5% | -36.8% |
| All | +51.6% | +327.3% | -275.7% | -22.7% |
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