+228.6%
CMCSA vs ACM
+230.8%
-2.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | -3.7% | +1.6% | -0.8% |
| 30D | +7.0% | -11.1% | +18.1% | +10.8% |
| 3M | +15.1% | -8.0% | +23.1% | +17.6% |
| 6M | -15.4% | -29.7% | +14.3% | -5.9% |
| YTD | -1.9% | -29.4% | +27.5% | +8.2% |
| 1Y | -12.7% | -46.4% | +33.7% | +5.3% |
| 3Y | -31.0% | -22.3% | -8.7% | -27.7% |
| 5Y | -46.1% | +4.5% | -50.6% | -49.8% |
| 10Y | +10.8% | +127.6% | -116.8% | -26.9% |
| All | +228.6% | +230.8% | -2.2% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling