+81.8%
CMCSA vs ALM
+3,798.4%
-3,716.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | +0.5% |
| 7D | +2.7% | +0.7% | +1.9% | +2.7% |
| 30D | +18.6% | -26.1% | +44.7% | +18.7% |
| 3M | -1.8% | -38.1% | +36.3% | -1.8% |
| 6M | -0.7% | -55.4% | +54.7% | -0.6% |
| YTD | -7.8% | -0.4% | -7.4% | -7.9% |
| 1Y | +0.7% | +25.4% | -24.6% | +0.6% |
| 3Y | -28.0% | +907.8% | -935.7% | -28.3% |
| 5Y | -42.1% | +440.2% | -482.3% | -42.3% |
| 10Y | +8.2% | +2,031.1% | -2,023.0% | +7.7% |
| All | +81.8% | +3,798.4% | -3,716.7% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling