-45.0%
CMCSA vs BAH
-2.8%
-42.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.1% | -4.3% | +4.5% | +0.7% |
| 30D | +3.8% | -4.5% | +8.3% | +4.5% |
| 3M | +12.3% | -7.6% | +19.9% | +13.2% |
| 6M | -15.4% | -10.6% | -4.8% | -14.5% |
| YTD | -2.5% | -12.6% | +10.1% | -1.6% |
| 1Y | -13.4% | -27.0% | +13.6% | -10.5% |
| 3Y | -30.4% | -31.5% | +1.1% | -30.8% |
| 5Y | -45.0% | -3.8% | -41.2% | -51.0% |
| All | -45.0% | -2.8% | -42.2% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling