-42.1%
CMCSA vs ACGL
+159.2%
-201.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | -1.6% | +8.0% | -9.6% | -3.8% |
| 6M | -5.0% | +13.3% | -18.3% | -8.5% |
| YTD | -8.3% | +11.8% | -20.1% | -11.4% |
| 1Y | +0.4% | +22.2% | -21.8% | -5.3% |
| 3Y | -31.0% | +32.5% | -63.5% | -37.1% |
| All | -42.1% | +159.2% | -201.3% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling