+10.2%
CMCSA vs AMC
-98.9%
+109.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.5% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +3.8% | -1.2% | +5.0% | +3.8% |
| 3M | +12.3% | +42.2% | -29.9% | +11.4% |
| 6M | -15.4% | +118.8% | -134.2% | -16.8% |
| YTD | -2.5% | +64.1% | -66.6% | -3.8% |
| 1Y | -13.4% | -9.5% | -3.8% | -13.7% |
| 3Y | -30.4% | -64.3% | +34.0% | -30.3% |
| 5Y | -45.0% | -99.5% | +54.4% | -43.1% |
| 10Y | +10.2% | -98.9% | +109.1% | +13.1% |
| All | +10.2% | -98.9% | +109.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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