-30.4%
CMCSA vs ACI
-43.5%
+13.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | +3.8% | +1.1% | +2.7% | +3.6% |
| 3M | +12.3% | -23.6% | +36.0% | +16.9% |
| 6M | -15.4% | -29.9% | +14.6% | -11.0% |
| YTD | -2.5% | -26.9% | +24.4% | +1.8% |
| 1Y | -13.4% | -34.2% | +20.9% | -8.3% |
| 3Y | -30.4% | -43.6% | +13.3% | -26.3% |
| All | -30.4% | -43.5% | +13.1% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling