+31.8%
BA vs CMCSA
+11.0%
+20.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.6% |
| 7D | +1.1% | +5.0% | -4.0% | -1.4% |
| 30D | -7.9% | +16.5% | -24.4% | -15.0% |
| 3M | -25.3% | -1.6% | -23.7% | -25.1% |
| 6M | -24.6% | -5.0% | -19.5% | -23.7% |
| YTD | -20.1% | -8.3% | -11.9% | -19.1% |
| 1Y | -11.8% | +0.4% | -12.2% | -15.4% |
| 3Y | -10.1% | -31.0% | +20.8% | +2.0% |
| 5Y | -22.7% | -42.5% | +19.8% | -3.3% |
| All | +31.8% | +11.0% | +20.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 10y: compounded portfolio wealth divided by compounded CMCSA 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…
10y analysis · Full analysis span regression · 6 months rolling