+1.8%
CMCSA vs ALM
+44.8%
-43.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.2% | +3.8% | +5.0% |
| 7D | +15.2% | -6.4% | +21.6% | +15.0% |
| 30D | +17.0% | -35.0% | +52.0% | +16.2% |
| 3M | +1.2% | -33.8% | +35.0% | +0.7% |
| 6M | -5.5% | -55.0% | +49.5% | -6.0% |
| YTD | -6.5% | -0.2% | -6.3% | -8.4% |
| 1Y | +1.8% | +41.8% | -40.0% | +1.0% |
| All | +1.8% | +44.8% | -43.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling