-18.3%
CMCSA vs AME
+26.4%
-44.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.6% |
| 7D | -8.3% | +1.3% | -9.6% | -8.3% |
| 30D | -2.4% | -6.6% | +4.1% | -2.2% |
| 3M | +4.5% | +3.0% | +1.5% | +3.8% |
| 6M | -18.8% | +5.3% | -24.1% | -19.4% |
| YTD | -8.9% | +15.4% | -24.4% | -9.5% |
| 1Y | -18.3% | +26.8% | -45.1% | -18.6% |
| All | -18.3% | +26.4% | -44.7% | -18.6% |
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