-0.9%
BA vs CMCSA
-45.8%
+44.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.8% |
| 30D | -11.6% | +7.0% | -18.7% | -13.6% |
| 3M | -2.4% | +15.1% | -17.5% | -7.2% |
| 6M | -6.6% | -15.4% | +8.7% | -2.1% |
| YTD | -2.2% | -1.9% | -0.3% | -3.0% |
| 1Y | -8.0% | -12.7% | +4.7% | -4.9% |
| 3Y | -5.0% | -31.0% | +26.0% | +4.5% |
| All | -0.9% | -45.8% | +44.9% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling