-46.7%
CMCSA vs ACHR
-44.8%
-1.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.4% |
| 7D | -5.6% | -5.4% | -0.2% | -5.3% |
| 30D | -1.9% | -19.7% | +17.9% | -0.9% |
| 3M | +6.4% | +7.9% | -1.5% | +5.7% |
| 6M | -16.9% | -13.8% | -3.2% | -16.8% |
| YTD | -6.8% | -27.5% | +20.7% | -6.0% |
| 1Y | -15.9% | -33.9% | +18.0% | -15.2% |
| 3Y | -33.4% | -20.0% | -13.5% | -35.9% |
| 5Y | -46.7% | -44.0% | -2.7% | -56.8% |
| All | -46.7% | -44.8% | -1.9% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling