+235.6%
CMCSA vs ACN
+2,336.4%
-2,100.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -0.6% | -5.7% | +5.1% | +1.6% |
| 30D | +18.8% | +17.0% | +1.7% | +11.8% |
| 3M | -1.1% | +39.9% | -41.0% | -14.1% |
| 6M | +2.5% | +50.2% | -47.7% | -14.8% |
| YTD | -6.7% | -4.2% | -2.6% | -9.1% |
| 1Y | 0.0% | +4.3% | -4.3% | -5.9% |
| 3Y | -28.9% | -17.1% | -11.8% | -28.4% |
| 5Y | -41.1% | -26.5% | -14.7% | -39.0% |
| 10Y | +4.5% | +147.7% | -143.2% | -34.3% |
| All | +235.6% | +2,336.4% | -2,100.8% | -8.7% |
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 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