+1,093.8%
BAC vs CMCSA
+2,225.1%
-1,131.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -1.9% | +0.7% | -2.5% | -2.1% |
| 30D | -7.2% | +21.0% | -28.2% | -14.3% |
| 3M | -20.4% | -0.9% | -19.5% | -20.6% |
| 6M | +1.3% | +2.9% | -1.6% | -1.3% |
| YTD | -6.4% | -5.9% | -0.5% | -6.5% |
| 1Y | -3.5% | +2.5% | -6.0% | -7.3% |
| 3Y | +96.7% | -28.3% | +125.0% | +115.6% |
| 5Y | +20.6% | -40.8% | +61.4% | +40.7% |
| 10Y | +233.0% | +5.4% | +227.6% | +205.6% |
| All | +1,093.8% | +2,225.1% | -1,131.3% | +322.3% |
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