-11.0%
BA vs CMCSA
+2.1%
-13.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | 0.0% | +4.6% | -4.5% | -0.6% |
| 30D | -8.9% | +19.8% | -28.7% | -11.0% |
| 3M | -25.5% | -0.3% | -25.3% | -25.6% |
| 6M | -27.0% | +0.3% | -27.3% | -27.1% |
| YTD | -20.1% | -6.9% | -13.2% | -18.1% |
| 1Y | -11.0% | +2.6% | -13.6% | -10.7% |
| All | -11.0% | +2.1% | -13.1% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling