+43.5%
CMCSA vs ALLY
+124.8%
-81.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +3.7% | -5.8% | -3.1% |
| 30D | +7.0% | -2.3% | +9.3% | +7.7% |
| 3M | +15.1% | +3.8% | +11.3% | +13.7% |
| 6M | -15.4% | +9.7% | -25.1% | -17.9% |
| YTD | -1.9% | -1.4% | -0.5% | -2.3% |
| 1Y | -12.7% | +8.2% | -21.0% | -15.7% |
| 3Y | -31.0% | +66.5% | -97.5% | -42.8% |
| 5Y | -46.1% | +1.2% | -47.3% | -50.3% |
| 10Y | +10.8% | +191.4% | -180.6% | -29.8% |
| All | +43.5% | +124.8% | -81.4% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling