-33.0%
CMCSA vs AMDL
+131.0%
-163.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.0% | -12.7% | -6.6% |
| 7D | -8.3% | +29.0% | -37.2% | -8.3% |
| 30D | -2.4% | +19.1% | -21.5% | -2.4% |
| 3M | +4.5% | +1.8% | +2.7% | +4.4% |
| 6M | -18.8% | +374.4% | -393.2% | -22.1% |
| YTD | -8.9% | +278.9% | -287.8% | -12.8% |
| 1Y | -18.3% | +510.6% | -528.9% | -24.5% |
| All | -33.0% | +131.0% | -163.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling