+95.5%
AMD vs CMCSA
+3.3%
+92.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +3.9% |
| 7D | -15.5% | +15.2% | -30.7% | -7.8% |
| 30D | -22.6% | +17.0% | -39.6% | -14.7% |
| 3M | -5.7% | +1.2% | -7.0% | -2.8% |
| 6M | +43.1% | -5.5% | +48.6% | +45.9% |
| YTD | +128.2% | -6.5% | +134.8% | +124.0% |
| 1Y | +95.5% | +1.8% | +93.7% | +88.6% |
| All | +95.5% | +3.3% | +92.1% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling