+4.6%
CMCSA vs ACM
+124.8%
-120.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.5% | -5.7% |
| 7D | -8.3% | -3.7% | -4.6% | -7.2% |
| 30D | -2.4% | -12.7% | +10.2% | +1.3% |
| 3M | +4.5% | -9.8% | +14.3% | +7.3% |
| 6M | -18.8% | -31.4% | +12.6% | -9.7% |
| YTD | -8.9% | -32.1% | +23.2% | +1.0% |
| 1Y | -18.3% | -47.8% | +29.5% | -1.7% |
| 3Y | -35.0% | -22.1% | -12.9% | -32.4% |
| 5Y | -48.2% | +1.8% | -49.9% | -51.3% |
| 10Y | +4.6% | +132.5% | -128.0% | -26.4% |
| All | +4.6% | +124.8% | -120.2% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling