-28.0%
CMCSA vs ALM
+907.8%
-935.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | +0.3% |
| 7D | +2.7% | +0.7% | +1.9% | +2.6% |
| 30D | +18.6% | -26.1% | +44.7% | +19.4% |
| 3M | -1.8% | -38.1% | +36.3% | -0.9% |
| 6M | -0.7% | -55.4% | +54.7% | +1.0% |
| YTD | -7.8% | -0.4% | -7.4% | -10.4% |
| 1Y | +0.7% | +25.4% | -24.6% | -3.3% |
| 3Y | -28.0% | +907.8% | -935.7% | -40.0% |
| All | -28.0% | +907.8% | -935.7% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling