+23.9%
BABA vs CMCSA
+23.9%
0.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.0% |
| 7D | +11.6% | +5.0% | +6.6% | +9.8% |
| 30D | +2.3% | +16.5% | -14.2% | -3.1% |
| 3M | -13.7% | -1.6% | -12.1% | -13.6% |
| 6M | -21.9% | -5.0% | -16.9% | -21.2% |
| YTD | -24.6% | -8.3% | -16.4% | -24.0% |
| 1Y | -34.1% | +0.4% | -34.5% | -36.0% |
| 3Y | +36.3% | -31.0% | +67.2% | +48.9% |
| 5Y | -26.7% | -42.5% | +15.8% | -15.6% |
| 10Y | +19.2% | +12.6% | +6.6% | -1.1% |
| All | +23.9% | +23.9% | 0.0% | -3.6% |
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 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