+88.9%
AMD vs CMCSA
-1.8%
+90.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +9.6% |
| 7D | -11.0% | +5.0% | -16.1% | -8.0% |
| 30D | -30.5% | +16.5% | -46.9% | -23.2% |
| 3M | -8.2% | -1.6% | -6.6% | -6.7% |
| 6M | +6.6% | -5.0% | +11.6% | +8.4% |
| YTD | +109.7% | -8.3% | +117.9% | +106.1% |
| 1Y | +88.9% | +0.4% | +88.5% | +86.5% |
| All | +88.9% | -1.8% | +90.7% | +86.5% |
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 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