-30.4%
CMCSA vs ACM
-19.8%
-10.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +3.8% | -12.9% | +16.7% | +6.8% |
| 3M | +12.3% | -6.4% | +18.7% | +13.5% |
| 6M | -15.4% | -29.2% | +13.8% | -9.0% |
| YTD | -2.5% | -29.9% | +27.5% | +4.5% |
| 1Y | -13.4% | -47.3% | +33.9% | +1.0% |
| 3Y | -30.4% | -19.6% | -10.7% | -30.5% |
| All | -30.4% | -19.8% | -10.5% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling