+26.8%
BA vs CMCSA
+8.2%
+18.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | -1.4% | +0.7% | -2.1% | -1.8% |
| 30D | -7.9% | +21.0% | -28.9% | -16.5% |
| 3M | -25.2% | -0.9% | -24.2% | -25.2% |
| 6M | -26.7% | +2.9% | -29.6% | -28.9% |
| YTD | -19.6% | -5.9% | -13.7% | -19.6% |
| 1Y | -10.6% | +2.5% | -13.1% | -15.1% |
| 3Y | -11.2% | -28.3% | +17.0% | -1.3% |
| 5Y | -20.4% | -40.8% | +20.4% | -1.9% |
| 10Y | +26.8% | +5.4% | +21.4% | +13.8% |
| All | +26.8% | +8.2% | +18.6% | +13.8% |
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