+4.6%
CMCSA vs BAH
+186.6%
-182.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -8.3% | -1.3% | -7.0% | -8.0% |
| 30D | -2.4% | -6.6% | +4.2% | -1.0% |
| 3M | +4.5% | -7.2% | +11.7% | +5.9% |
| 6M | -18.8% | -10.0% | -8.8% | -17.4% |
| YTD | -8.9% | -12.5% | +3.5% | -7.6% |
| 1Y | -18.3% | -27.9% | +9.6% | -13.5% |
| 3Y | -35.0% | -31.4% | -3.6% | -33.7% |
| 5Y | -48.2% | -3.2% | -44.9% | -53.8% |
| 10Y | +4.6% | +191.5% | -186.9% | -30.5% |
| All | +4.6% | +186.6% | -182.1% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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