+83.5%
CMCSA vs ALM
+3,516.3%
-3,432.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.2% | +8.2% | +1.0% |
| 7D | +4.6% | -6.3% | +10.9% | +4.6% |
| 30D | +19.8% | -31.4% | +51.2% | +19.8% |
| 3M | -0.3% | -40.6% | +40.3% | -0.2% |
| 6M | +0.3% | -58.6% | +58.9% | +0.4% |
| YTD | -6.9% | -7.6% | +0.7% | -7.0% |
| 1Y | +2.6% | +13.8% | -11.3% | +2.5% |
| 3Y | -29.0% | +842.1% | -871.2% | -29.3% |
| 5Y | -42.0% | +407.4% | -449.4% | -42.2% |
| 10Y | +6.4% | +2,079.4% | -2,072.9% | +6.0% |
| All | +83.5% | +3,516.3% | -3,432.8% | +83.6% |
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