+6.1%
CMCSA vs AMCR
+14.6%
-8.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -4.9% | -6.3% | +1.4% | -2.8% |
| 30D | -1.1% | -7.8% | +6.7% | +1.7% |
| 3M | +6.6% | +7.5% | -1.0% | +4.0% |
| 6M | -15.5% | +2.7% | -18.2% | -16.7% |
| YTD | -6.7% | +6.0% | -12.7% | -9.5% |
| 1Y | -15.6% | +7.8% | -23.4% | -18.7% |
| 3Y | -33.7% | +5.8% | -39.5% | -36.7% |
| 5Y | -46.6% | -11.6% | -35.0% | -46.1% |
| All | +6.1% | +14.6% | -8.5% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling