-31.0%
CMCSA vs ACGL
+31.5%
-62.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.3% |
| 7D | +5.0% | +0.9% | +4.2% | +4.8% |
| 30D | +16.5% | +13.7% | +2.7% | +12.4% |
| 3M | -1.6% | +8.0% | -9.6% | -3.7% |
| 6M | -5.0% | +13.3% | -18.3% | -8.3% |
| YTD | -8.3% | +11.8% | -20.1% | -11.2% |
| 1Y | +0.4% | +22.2% | -21.8% | -4.7% |
| 3Y | -31.0% | +32.5% | -63.5% | -33.0% |
| All | -31.0% | +31.5% | -62.5% | -33.0% |
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