-37.5%
BABA vs CMCSA
+2.1%
-39.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | +2.4% | +4.6% | -2.2% | +2.2% |
| 30D | -7.8% | +19.8% | -27.6% | -7.9% |
| 3M | -22.4% | -0.3% | -22.1% | -22.0% |
| 6M | -26.0% | +0.3% | -26.3% | -26.0% |
| YTD | -29.3% | -6.9% | -22.4% | -29.4% |
| 1Y | -37.5% | +2.6% | -40.1% | -35.2% |
| All | -37.5% | +2.1% | -39.6% | -35.2% |
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 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