+1,376.8%
BAC vs CMCSA
+2,324.1%
-947.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +1.1% | -2.1% | +3.2% | +2.0% |
| 30D | -0.4% | +7.0% | -7.4% | -3.2% |
| 3M | +16.9% | +15.1% | +1.8% | +9.5% |
| 6M | +26.6% | -15.4% | +42.0% | +33.2% |
| YTD | +15.8% | -1.9% | +17.7% | +14.3% |
| 1Y | +27.2% | -12.7% | +39.9% | +31.0% |
| 3Y | +132.4% | -31.0% | +163.4% | +159.5% |
| 5Y | +72.6% | -46.1% | +118.7% | +109.9% |
| 10Y | +389.7% | +10.8% | +378.9% | +342.4% |
| All | +1,376.8% | +2,324.1% | -947.3% | +416.0% |
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