0.0%
CMCSA vs ACI
-22.6%
+22.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | +18.8% | +4.9% | +13.9% | +17.3% |
| 3M | -1.1% | +11.1% | -12.2% | -3.8% |
| 6M | +2.5% | -14.9% | +17.4% | +4.2% |
| YTD | -6.7% | -19.6% | +12.9% | -4.6% |
| 1Y | 0.0% | -22.7% | +22.7% | +2.9% |
| All | 0.0% | -22.6% | +22.6% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling