-18.3%
CMCSA vs ACM
-48.7%
+30.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.5% | -6.2% |
| 7D | -8.3% | -3.7% | -4.6% | -7.8% |
| 30D | -2.4% | -12.7% | +10.2% | -1.2% |
| 3M | +4.5% | -9.8% | +14.3% | +5.4% |
| 6M | -18.8% | -31.4% | +12.6% | -16.5% |
| YTD | -8.9% | -32.1% | +23.2% | -6.3% |
| 1Y | -18.3% | -47.8% | +29.5% | -10.8% |
| All | -18.3% | -48.7% | +30.4% | -10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling