+234.9%
CMCSA vs ACN
+2,419.8%
-2,184.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | +4.6% | +1.6% | +3.0% | +4.0% |
| 30D | +19.8% | +24.6% | -4.8% | +10.1% |
| 3M | -0.3% | +46.2% | -46.4% | -14.8% |
| 6M | +0.3% | +46.2% | -45.9% | -15.7% |
| YTD | -6.9% | -0.9% | -6.0% | -10.4% |
| 1Y | +2.6% | +8.8% | -6.2% | -5.0% |
| 3Y | -29.0% | -14.3% | -14.8% | -29.4% |
| 5Y | -42.0% | -22.6% | -19.4% | -41.0% |
| 10Y | +6.4% | +153.7% | -147.3% | -33.7% |
| All | +234.9% | +2,419.8% | -2,184.9% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling