-17.1%
CMCSA vs ACI
+31.1%
-48.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +2.7% | -5.9% | +8.6% | +3.5% |
| 30D | +18.6% | +7.2% | +11.4% | +17.5% |
| 3M | -1.8% | +8.8% | -10.7% | -3.0% |
| 6M | -0.7% | -17.2% | +16.5% | +1.1% |
| YTD | -7.8% | -21.3% | +13.4% | -5.8% |
| 1Y | +0.7% | -23.7% | +24.5% | +3.2% |
| 3Y | -28.0% | -32.8% | +4.9% | -25.5% |
| 5Y | -42.1% | -41.4% | -0.7% | -40.1% |
| All | -17.1% | +31.1% | -48.2% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling