+253.0%
CMCSA vs ACN
+1,705.6%
-1,452.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | +0.7% |
| 7D | -2.1% | -1.5% | -0.6% | -1.6% |
| 30D | +7.0% | +9.4% | -2.3% | +3.2% |
| 3M | +15.1% | +5.6% | +9.4% | +11.1% |
| 6M | -15.4% | -9.3% | -6.1% | -14.3% |
| YTD | -1.9% | -29.0% | +27.1% | +8.4% |
| 1Y | -12.7% | -24.7% | +11.9% | -6.1% |
| 3Y | -31.0% | -39.8% | +8.8% | -20.7% |
| 5Y | -46.1% | -40.9% | -5.2% | -38.8% |
| 10Y | +10.8% | +91.1% | -80.3% | -22.3% |
| All | +253.0% | +1,705.6% | -1,452.6% | +8.9% |
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