0.0%
CMCSA vs AME
+22.2%
-22.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.8% |
| 7D | -0.6% | +8.1% | -8.7% | -0.1% |
| 30D | +18.8% | -3.8% | +22.5% | +18.7% |
| 3M | -1.1% | -6.6% | +5.5% | -1.0% |
| 6M | +2.5% | +4.6% | -2.0% | +1.1% |
| YTD | -6.7% | +17.9% | -24.7% | -9.5% |
| 1Y | 0.0% | +23.2% | -23.3% | -5.7% |
| All | 0.0% | +22.2% | -22.3% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling