-18.3%
CMCSA vs ALM
+312.4%
-330.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.1% | -2.5% | -6.6% |
| 7D | -8.3% | +3.6% | -11.9% | -8.2% |
| 30D | -2.4% | +33.8% | -36.2% | -2.3% |
| 3M | +4.5% | +14.8% | -10.3% | +4.8% |
| 6M | -18.8% | -7.0% | -11.8% | -18.3% |
| YTD | -8.9% | +108.1% | -117.0% | -12.0% |
| 1Y | -18.3% | +313.8% | -332.1% | -22.0% |
| All | -18.3% | +312.4% | -330.7% | -22.0% |
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