-45.0%
CMCSA vs ACI
-44.9%
-0.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 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% | +17.2% |
| 6M | -15.4% | -29.9% | +14.6% | -10.6% |
| YTD | -2.5% | -26.9% | +24.4% | +2.1% |
| 1Y | -13.4% | -34.2% | +20.9% | -7.8% |
| 3Y | -30.4% | -43.6% | +13.3% | -24.3% |
| 5Y | -45.0% | -42.4% | -2.6% | -41.8% |
| All | -45.0% | -44.9% | -0.1% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling