+211.7%
CMCSA vs ACM
+252.7%
-41.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +4.6% | +6.6% | -2.0% | +2.3% |
| 30D | +19.8% | +19.8% | 0.0% | +12.7% |
| 3M | -0.3% | -3.1% | +2.9% | +0.2% |
| 6M | +0.3% | -11.5% | +11.8% | +3.3% |
| YTD | -6.9% | -24.7% | +17.8% | +0.3% |
| 1Y | +2.6% | -45.1% | +47.6% | +22.8% |
| 3Y | -29.0% | -8.9% | -20.2% | -29.6% |
| 5Y | -42.0% | +5.4% | -47.4% | -46.1% |
| 10Y | +6.4% | +131.1% | -124.6% | -29.9% |
| All | +211.7% | +252.7% | -41.0% | +42.1% |
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