-28.2%
CMCSA vs AMDL
+117.8%
-146.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -0.6% |
| 7D | +0.1% | +19.9% | -19.8% | +0.1% |
| 30D | +3.8% | +6.3% | -2.4% | +3.8% |
| 3M | +12.3% | -9.9% | +22.2% | +12.3% |
| 6M | -15.4% | +394.3% | -409.7% | -19.2% |
| YTD | -2.5% | +257.3% | -259.8% | -6.6% |
| 1Y | -13.4% | +508.5% | -521.9% | -20.2% |
| All | -28.2% | +117.8% | -146.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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