-37.0%
CMCSA vs ACHR
-45.0%
+8.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | -4.9% | -2.3% | -2.6% | -4.8% |
| 30D | -1.1% | -11.3% | +10.2% | -0.5% |
| 3M | +6.6% | +5.3% | +1.3% | +6.0% |
| 6M | -15.5% | -13.2% | -2.3% | -15.3% |
| YTD | -6.7% | -25.8% | +19.1% | -6.0% |
| 1Y | -15.6% | -34.3% | +18.7% | -14.9% |
| 3Y | -33.7% | -19.9% | -13.7% | -36.2% |
| 5Y | -46.6% | -42.7% | -4.0% | -52.0% |
| All | -37.0% | -45.0% | +8.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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