+5.4%
CMCSA vs ACN
+150.4%
-145.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.8% |
| 7D | +0.7% | -4.0% | +4.7% | +2.2% |
| 30D | +21.0% | +19.0% | +2.0% | +13.2% |
| 3M | -0.9% | +42.2% | -43.1% | -14.4% |
| 6M | +2.9% | +50.1% | -47.2% | -14.3% |
| YTD | -5.9% | -2.7% | -3.2% | -7.2% |
| 1Y | +2.5% | +7.6% | -5.1% | -3.7% |
| 3Y | -28.3% | -15.9% | -12.4% | -27.1% |
| 5Y | -40.8% | -24.4% | -16.4% | -38.2% |
| 10Y | +5.4% | +151.4% | -146.0% | -37.2% |
| All | +5.4% | +150.4% | -145.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling