+8.2%
CMCSA vs ALLY
+201.0%
-192.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +18.6% | +3.4% | +15.2% | +17.5% |
| 3M | -1.8% | -11.1% | +9.2% | +1.4% |
| 6M | -0.7% | -11.5% | +10.8% | +2.5% |
| YTD | -7.8% | -12.3% | +4.5% | -5.2% |
| 1Y | +0.7% | +1.1% | -0.4% | -0.7% |
| 3Y | -28.0% | +64.8% | -92.8% | -40.3% |
| 5Y | -42.1% | -6.9% | -35.2% | -45.4% |
| 10Y | +8.2% | +194.9% | -186.8% | -29.8% |
| All | +8.2% | +201.0% | -192.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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