+373.4%
AMD vs CMCSA
-27.9%
+401.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.4% |
| 7D | +13.1% | +0.7% | +12.4% | +13.2% |
| 30D | -7.0% | +21.0% | -27.9% | -6.1% |
| 3M | +16.6% | -0.9% | +17.5% | +17.6% |
| 6M | +20.5% | +2.9% | +17.6% | +21.9% |
| YTD | +158.2% | -5.9% | +164.1% | +155.4% |
| 1Y | +132.8% | +2.5% | +130.3% | +122.5% |
| All | +373.4% | -27.9% | +401.3% | +384.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling