+172.2%
CMCSA vs AMCR
+102.7%
+69.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +0.1% | -1.8% | +2.0% | +0.6% |
| 30D | +3.8% | -6.0% | +9.8% | +5.5% |
| 3M | +12.3% | +18.9% | -6.6% | +7.3% |
| 6M | -15.4% | +5.7% | -21.0% | -17.0% |
| YTD | -2.5% | +11.1% | -13.6% | -5.9% |
| 1Y | -13.4% | +14.4% | -27.8% | -17.1% |
| 3Y | -30.4% | +13.0% | -43.4% | -33.7% |
| 5Y | -45.0% | -7.5% | -37.5% | -45.2% |
| 10Y | +10.2% | +20.1% | -9.9% | +1.0% |
| All | +172.2% | +102.7% | +69.5% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling