+6.0%
CMCSA vs ACN
+91.1%
-85.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.9% |
| 7D | -5.6% | -7.9% | +2.3% | -2.5% |
| 30D | -1.9% | -1.1% | -0.8% | -1.7% |
| 3M | +6.4% | +5.6% | +0.8% | +2.8% |
| 6M | -16.9% | -9.9% | -7.0% | -15.2% |
| YTD | -6.8% | -32.3% | +25.5% | +6.5% |
| 1Y | -15.9% | -25.3% | +9.4% | -8.5% |
| 3Y | -33.4% | -42.3% | +8.8% | -21.2% |
| 5Y | -46.7% | -43.5% | -3.2% | -38.1% |
| All | +6.0% | +91.1% | -85.1% | -27.3% |
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