+1,094.1%
BAC vs CMCSA
+2,200.1%
-1,106.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +2.1% | +4.6% | -2.5% | +0.2% |
| 30D | -6.7% | +19.8% | -26.5% | -13.6% |
| 3M | -20.2% | -0.3% | -20.0% | -20.6% |
| 6M | -0.2% | +0.3% | -0.5% | -1.7% |
| YTD | -6.4% | -6.9% | +0.5% | -6.1% |
| 1Y | -3.1% | +2.6% | -5.7% | -6.9% |
| 3Y | +96.7% | -29.0% | +125.8% | +116.7% |
| 5Y | +21.3% | -42.0% | +63.3% | +42.7% |
| 10Y | +237.7% | +6.4% | +231.3% | +208.8% |
| All | +1,094.1% | +2,200.1% | -1,106.0% | +324.2% |
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