+10,785.8%
AMD vs CMCSA
+2,166.6%
+8,619.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.3% | +12.0% |
| 7D | -11.0% | +5.0% | -16.1% | -13.2% |
| 30D | -30.5% | +16.5% | -46.9% | -35.6% |
| 3M | -8.2% | -1.6% | -6.6% | -9.3% |
| 6M | +6.6% | -5.0% | +11.6% | +5.3% |
| YTD | +109.7% | -8.3% | +117.9% | +105.4% |
| 1Y | +88.9% | +0.4% | +88.5% | +76.8% |
| 3Y | +301.8% | -31.0% | +332.8% | +336.6% |
| 5Y | +229.4% | -42.5% | +271.9% | +287.9% |
| 10Y | +6,745.1% | +12.6% | +6,732.5% | +5,735.9% |
| All | +10,785.8% | +2,166.6% | +8,619.2% | +2,550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling