+6.4%
CMCSA vs ACGL
+332.0%
-325.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.6% |
| 7D | +4.6% | +1.3% | +3.3% | +4.1% |
| 30D | +19.8% | +14.2% | +5.6% | +13.8% |
| 3M | -0.3% | +11.1% | -11.3% | -4.3% |
| 6M | +0.3% | +16.4% | -16.1% | -5.7% |
| YTD | -6.9% | +13.8% | -20.7% | -11.8% |
| 1Y | +2.6% | +21.6% | -19.0% | -5.2% |
| 3Y | -29.0% | +33.5% | -62.6% | -38.4% |
| 5Y | -42.0% | +174.8% | -216.8% | -64.4% |
| 10Y | +6.4% | +330.4% | -323.9% | -47.5% |
| All | +6.4% | +332.0% | -325.6% | -47.5% |
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