-16.2%
CMCSA vs ACI
+17.4%
-33.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.5% |
| 7D | -5.6% | -7.1% | +1.5% | -4.6% |
| 30D | -1.9% | -4.5% | +2.6% | -1.2% |
| 3M | +6.4% | -22.3% | +28.7% | +9.5% |
| 6M | -16.9% | -28.4% | +11.5% | -13.9% |
| YTD | -6.8% | -29.5% | +22.7% | -3.3% |
| 1Y | -15.9% | -34.2% | +18.3% | -12.2% |
| 3Y | -33.4% | -45.7% | +12.2% | -29.4% |
| 5Y | -46.7% | -40.8% | -5.9% | -44.1% |
| All | -16.2% | +17.4% | -33.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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