-29.2%
CMCSA vs AMC
-79.6%
+50.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.7% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | +7.0% | -0.7% | +7.8% | +7.0% |
| 3M | +15.1% | +35.2% | -20.1% | +13.3% |
| 6M | -15.4% | +124.6% | -139.9% | -18.3% |
| YTD | -1.9% | +69.9% | -71.8% | -4.6% |
| 1Y | -12.7% | -2.6% | -10.1% | -13.6% |
| All | -29.2% | -79.6% | +50.4% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling