+3.8%
CMCSA vs AME
+4.4%
-0.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.6% |
| 7D | +3.2% | +5.9% | -2.7% | +5.0% |
| 30D | +19.5% | -1.9% | +21.4% | +18.8% |
| 3M | -2.4% | -5.4% | +3.0% | -4.1% |
| 6M | +3.8% | +4.9% | -1.1% | +4.6% |
| All | +3.8% | +4.4% | -0.5% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling