-33.8%
CMCSA vs ACHR
-43.7%
+10.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -2.1% |
| 30D | +7.0% | +9.8% | -2.8% | +6.5% |
| 3M | +15.1% | -10.5% | +25.6% | +15.2% |
| 6M | -15.4% | -15.5% | +0.2% | -15.1% |
| YTD | -1.9% | -24.1% | +22.2% | -1.3% |
| 1Y | -12.7% | -32.4% | +19.7% | -12.1% |
| 3Y | -31.0% | -11.6% | -19.4% | -33.9% |
| 5Y | -46.1% | -42.9% | -3.2% | -51.5% |
| All | -33.8% | -43.7% | +10.0% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling