-31.0%
CMCSA vs AMC
-71.5%
+40.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -2.3% |
| 7D | +5.0% | +2.6% | +2.4% | +4.9% |
| 30D | +16.5% | +9.0% | +7.4% | +16.1% |
| 3M | -1.6% | +22.2% | -23.8% | -2.4% |
| 6M | -5.0% | +91.5% | -96.5% | -8.0% |
| YTD | -8.3% | +101.3% | -109.6% | -11.6% |
| 1Y | +0.4% | +20.8% | -20.4% | -1.5% |
| 3Y | -31.0% | -71.3% | +40.4% | -26.4% |
| All | -31.0% | -71.5% | +40.5% | -26.4% |
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