+10.5%
CMCSA vs ACGL
+270.2%
-259.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +7.0% | -1.0% | +8.0% | +7.5% |
| 3M | +15.1% | +11.0% | +4.0% | +10.3% |
| 6M | -15.4% | -0.3% | -15.0% | -15.3% |
| YTD | -1.9% | +2.3% | -4.2% | -3.0% |
| 1Y | -12.7% | +6.4% | -19.1% | -15.2% |
| 3Y | -31.0% | +34.0% | -65.0% | -40.5% |
| 5Y | -46.1% | +161.6% | -207.7% | -66.4% |
| All | +10.5% | +270.2% | -259.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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