-29.6%
CMCSA vs ACN
-39.1%
+9.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.1% |
| 7D | -2.1% | -1.5% | -0.6% | -1.8% |
| 30D | +7.0% | +9.4% | -2.3% | +5.0% |
| 3M | +15.1% | +5.6% | +9.4% | +13.2% |
| 6M | -15.4% | -9.3% | -6.1% | -14.3% |
| YTD | -1.9% | -29.0% | +27.1% | +4.8% |
| 1Y | -12.7% | -24.7% | +11.9% | -8.4% |
| All | -29.6% | -39.1% | +9.5% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling