+42.9%
CMCSA vs AMC
-97.7%
+140.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -2.3% |
| 7D | +5.0% | +2.6% | +2.4% | +5.0% |
| 30D | +16.5% | +9.0% | +7.4% | +16.3% |
| 3M | -1.6% | +22.2% | -23.8% | -2.1% |
| 6M | -5.0% | +91.5% | -96.5% | -6.6% |
| YTD | -8.3% | +101.3% | -109.6% | -10.0% |
| 1Y | +0.4% | +20.8% | -20.4% | -0.6% |
| 3Y | -31.0% | -71.3% | +40.4% | -30.7% |
| 5Y | -42.5% | -99.2% | +56.7% | -40.3% |
| 10Y | +12.6% | -98.7% | +111.3% | +18.1% |
| All | +42.9% | -97.7% | +140.6% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling