-44.8%
CMCSA vs ACM
+5.0%
-49.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | +7.0% | -11.1% | +18.1% | +10.2% |
| 3M | +15.1% | -8.0% | +23.1% | +17.2% |
| 6M | -15.4% | -29.7% | +14.3% | -7.0% |
| YTD | -1.9% | -29.4% | +27.5% | +6.9% |
| 1Y | -12.7% | -46.4% | +33.7% | +4.1% |
| 3Y | -31.0% | -22.3% | -8.7% | -29.2% |
| All | -44.8% | +5.0% | -49.8% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling