+6,351.7%
AMD vs CMCSA
+11.0%
+6,340.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +11.9% |
| 7D | -11.0% | +5.0% | -16.1% | -13.0% |
| 30D | -30.5% | +16.5% | -46.9% | -35.2% |
| 3M | -8.2% | -1.6% | -6.6% | -9.0% |
| 6M | +6.6% | -5.0% | +11.6% | +5.9% |
| YTD | +109.7% | -8.3% | +117.9% | +104.8% |
| 1Y | +88.9% | +0.4% | +88.5% | +74.6% |
| 3Y | +301.8% | -31.0% | +332.8% | +343.6% |
| 5Y | +229.4% | -42.5% | +271.9% | +294.1% |
| All | +6,351.7% | +11.0% | +6,340.7% | +6,548.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling