-40.2%
CMCSA vs AMC
-99.2%
+59.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.6% |
| 7D | +3.2% | +3.5% | -0.3% | +3.0% |
| 30D | +19.5% | +12.5% | +7.1% | +18.8% |
| 3M | -2.4% | +23.6% | -26.0% | -3.5% |
| 6M | +3.8% | +144.4% | -140.5% | -1.3% |
| YTD | -5.4% | +108.3% | -113.7% | -9.8% |
| 1Y | +1.1% | +38.9% | -37.8% | -1.9% |
| 3Y | -27.1% | -58.9% | +31.7% | -27.1% |
| All | -40.2% | -99.2% | +59.0% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling