+28.2%
BABA vs CMCSA
+32.5%
-4.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -4.8% | -2.1% | -2.7% | -4.1% |
| 30D | -11.9% | +7.0% | -18.9% | -14.0% |
| 3M | -9.3% | +15.1% | -24.4% | -14.0% |
| 6M | -14.2% | -15.4% | +1.1% | -10.4% |
| YTD | -22.0% | -1.9% | -20.1% | -22.9% |
| 1Y | -12.7% | -12.7% | 0.0% | -10.2% |
| 3Y | +26.7% | -31.0% | +57.7% | +39.2% |
| 5Y | -29.3% | -46.1% | +16.8% | -16.7% |
| 10Y | +21.2% | +10.8% | +10.4% | +2.8% |
| All | +28.2% | +32.5% | -4.3% | -2.2% |
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 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