-42.0%
CMCSA vs ACN
-22.7%
-19.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +4.6% | +1.6% | +3.0% | +4.1% |
| 30D | +19.8% | +24.6% | -4.8% | +12.9% |
| 3M | -0.3% | +46.2% | -46.4% | -10.6% |
| 6M | +0.3% | +46.2% | -45.9% | -10.8% |
| YTD | -6.9% | -0.9% | -6.0% | -7.3% |
| 1Y | +2.6% | +8.8% | -6.2% | -1.3% |
| 3Y | -29.0% | -14.3% | -14.8% | -28.1% |
| 5Y | -42.0% | -22.6% | -19.4% | -43.1% |
| All | -42.0% | -22.7% | -19.3% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling