-46.7%
CMCSA vs AMCR
-9.6%
-37.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -5.6% | -5.0% | -0.6% | -3.7% |
| 30D | -1.9% | -8.0% | +6.1% | +1.2% |
| 3M | +6.4% | +14.3% | -7.8% | +1.4% |
| 6M | -16.9% | +5.3% | -22.3% | -18.9% |
| YTD | -6.8% | +7.7% | -14.5% | -10.5% |
| 1Y | -15.9% | +10.8% | -26.7% | -20.3% |
| 3Y | -33.4% | +9.6% | -43.0% | -38.4% |
| 5Y | -46.7% | -10.2% | -36.5% | -46.8% |
| All | -46.7% | -9.6% | -37.1% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling