-11.5%
BA vs CMCSA
+1.1%
-12.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.7% | +2.7% | -4.4% | -2.1% |
| 30D | -9.5% | +18.6% | -28.1% | -11.4% |
| 3M | -26.5% | -1.8% | -24.6% | -26.5% |
| 6M | -27.4% | -0.7% | -26.7% | -27.4% |
| YTD | -20.6% | -7.8% | -12.8% | -18.5% |
| All | -11.5% | +1.1% | -12.6% | -11.1% |
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