+1,821.9%
BA vs CMCSA
+2,324.1%
-502.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| 3M | -2.4% | +15.1% | -17.5% | -6.6% |
| 6M | -6.6% | -15.4% | +8.7% | -3.1% |
| YTD | -2.2% | -1.9% | -0.3% | -2.9% |
| 1Y | -8.0% | -12.7% | +4.7% | -5.7% |
| 3Y | -5.0% | -31.0% | +26.0% | +2.3% |
| 5Y | -2.7% | -46.1% | +43.4% | +11.4% |
| 10Y | +75.9% | +10.8% | +65.0% | +68.7% |
| All | +1,821.9% | +2,324.1% | -502.2% | +764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling