-28.2%
CMCSA vs ACGL
+33.3%
-61.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -0.6% | -1.2% | +0.6% | -0.2% |
| 30D | +18.8% | +12.8% | +6.0% | +14.9% |
| 3M | -1.1% | +12.3% | -13.4% | -4.3% |
| 6M | +2.5% | +15.8% | -13.3% | -1.6% |
| YTD | -6.7% | +13.9% | -20.6% | -10.2% |
| 1Y | 0.0% | +19.0% | -19.1% | -4.7% |
| All | -28.2% | +33.3% | -61.5% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling