+3.2%
CMCSA vs BAH
+199.5%
-196.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.6% | -2.6% | +2.0% | 0.0% |
| 30D | +18.8% | +20.4% | -1.6% | +13.9% |
| 3M | -1.1% | +11.9% | -13.0% | -3.8% |
| 6M | +2.5% | +17.1% | -14.6% | -1.7% |
| YTD | -6.7% | +5.5% | -12.3% | -9.4% |
| 1Y | 0.0% | +5.6% | -5.7% | -3.3% |
| 3Y | -28.9% | -26.5% | -2.4% | -27.8% |
| 5Y | -41.1% | +6.5% | -47.6% | -48.2% |
| All | +3.2% | +199.5% | -196.3% | -31.5% |
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