-42.1%
CMCSA vs BAH
+9.2%
-51.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +18.6% | +17.3% | +1.4% | +15.9% |
| 3M | -1.8% | +14.9% | -16.7% | -3.9% |
| 6M | -0.7% | +14.2% | -14.9% | -3.0% |
| YTD | -7.8% | +5.1% | -12.9% | -9.6% |
| 1Y | +0.7% | +2.1% | -1.3% | -1.0% |
| 3Y | -28.0% | -26.0% | -2.0% | -28.5% |
| 5Y | -42.1% | +9.0% | -51.1% | -48.7% |
| All | -42.1% | +9.2% | -51.3% | -48.7% |
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