-35.3%
CMCSA vs AMP
+64.9%
-100.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.3% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | +4.5% | +23.2% | -18.7% | -2.3% |
| 6M | -18.8% | +20.4% | -39.2% | -23.8% |
| YTD | -8.9% | +13.6% | -22.6% | -13.4% |
| 1Y | -18.3% | +13.4% | -31.7% | -22.4% |
| All | -35.3% | +64.9% | -100.2% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 3y: compounded portfolio wealth divided by compounded AMP 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…
3y analysis · Full analysis span regression · 6 months rolling