-22.4%
BA vs CMCSA
-41.6%
+19.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -0.6% | -0.6% | +0.1% | -0.4% |
| 30D | -8.0% | +18.8% | -26.8% | -12.9% |
| 3M | -25.8% | -1.1% | -24.7% | -25.7% |
| 6M | -27.6% | +2.5% | -30.1% | -28.7% |
| YTD | -21.0% | -6.7% | -14.3% | -20.5% |
| 1Y | -12.3% | 0.0% | -12.2% | -14.2% |
| 3Y | -12.8% | -28.9% | +16.1% | -6.2% |
| 5Y | -22.4% | -41.1% | +18.8% | -7.1% |
| All | -22.4% | -41.6% | +19.2% | -7.1% |
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 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