+395.5%
BAC vs CMCSA
+11.7%
+383.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | -0.7% | +3.8% | -4.6% | -2.7% |
| 3M | +16.9% | +12.3% | +4.6% | +9.3% |
| 6M | +29.6% | -15.4% | +45.0% | +38.3% |
| YTD | +15.3% | -2.5% | +17.7% | +13.4% |
| 1Y | +28.8% | -13.4% | +42.2% | +34.4% |
| 3Y | +136.4% | -30.4% | +166.7% | +171.8% |
| 5Y | +72.9% | -45.0% | +117.9% | +125.1% |
| All | +395.5% | +11.7% | +383.8% | +302.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling