+21.9%
BABA vs CMCSA
-28.5%
+50.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.2% | -7.0% |
| 7D | -12.7% | -0.6% | -12.1% | -12.6% |
| 30D | -14.9% | +18.8% | -33.6% | -16.5% |
| 3M | -24.6% | -1.1% | -23.5% | -24.5% |
| 6M | -29.3% | +2.5% | -31.9% | -29.6% |
| YTD | -35.0% | -6.7% | -28.3% | -35.2% |
| 1Y | -39.7% | 0.0% | -39.7% | -40.5% |
| All | +21.9% | -28.5% | +50.4% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling