-1.5%
BAC vs CMCSA
+3.3%
-4.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.0% | -1.0% | +3.8% |
| 7D | +1.5% | +15.2% | -13.7% | +1.1% |
| 30D | -4.4% | +17.0% | -21.4% | -4.8% |
| 3M | -17.5% | +1.2% | -18.7% | -17.5% |
| 6M | -0.1% | -5.5% | +5.5% | 0.0% |
| YTD | -4.6% | -6.5% | +1.9% | -3.3% |
| 1Y | -1.5% | +1.8% | -3.3% | -0.4% |
| All | -1.5% | +3.3% | -4.9% | -0.4% |
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 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