-29.6%
CMCSA vs ACGL
+35.2%
-64.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | +7.0% | -1.0% | +8.0% | +7.3% |
| 3M | +15.1% | +11.0% | +4.0% | +11.9% |
| 6M | -15.4% | -0.3% | -15.0% | -15.3% |
| YTD | -1.9% | +2.3% | -4.2% | -2.6% |
| 1Y | -12.7% | +6.4% | -19.1% | -14.2% |
| All | -29.6% | +35.2% | -64.8% | -33.7% |
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