+2,154.1%
CMCSA vs AME
+19,084.4%
-16,930.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +3.2% | +5.9% | -2.7% | +1.0% |
| 30D | +19.5% | -1.9% | +21.4% | +19.7% |
| 3M | -2.4% | -5.4% | +3.0% | -1.2% |
| 6M | +3.8% | +4.9% | -1.1% | +0.7% |
| YTD | -5.4% | +18.5% | -23.8% | -12.7% |
| 1Y | +1.1% | +25.5% | -24.3% | -8.8% |
| 3Y | -27.1% | +63.0% | -90.2% | -41.3% |
| 5Y | -40.3% | +78.3% | -118.6% | -53.8% |
| 10Y | +6.0% | +447.1% | -441.1% | -46.9% |
| All | +2,154.1% | +19,084.4% | -16,930.3% | +257.8% |
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