-11.8%
CMCSA vs ACI
+25.9%
-37.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +7.0% | +5.9% | +1.1% | +6.2% |
| 3M | +15.1% | -19.8% | +34.9% | +17.8% |
| 6M | -15.4% | -24.7% | +9.4% | -12.9% |
| YTD | -1.9% | -24.4% | +22.5% | +0.8% |
| 1Y | -12.7% | -31.5% | +18.8% | -9.5% |
| 3Y | -31.0% | -38.7% | +7.7% | -27.9% |
| 5Y | -46.1% | -42.8% | -3.3% | -44.0% |
| All | -11.8% | +25.9% | -37.7% | -8.0% |
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