+2,117.3%
CMCSA vs AME
+18,783.2%
-16,665.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +4.6% | -4.1% | +8.7% | +5.9% |
| 30D | +19.8% | -4.1% | +23.9% | +21.0% |
| 3M | -0.3% | -5.6% | +5.4% | +1.1% |
| 6M | +0.3% | +2.8% | -2.5% | -2.0% |
| YTD | -6.9% | +16.6% | -23.5% | -13.6% |
| 1Y | +2.6% | +21.1% | -18.5% | -6.2% |
| 3Y | -29.0% | +61.1% | -90.1% | -42.6% |
| 5Y | -42.0% | +76.6% | -118.6% | -54.9% |
| 10Y | +6.4% | +431.3% | -424.9% | -46.1% |
| All | +2,117.3% | +18,783.2% | -16,665.9% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling