+328.1%
CMCSA vs AMP
+2,108.3%
-1,780.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +0.1% | +2.6% | -2.5% | -0.9% |
| 30D | +3.8% | +0.8% | +3.0% | +3.5% |
| 3M | +12.3% | +24.3% | -11.9% | +3.2% |
| 6M | -15.4% | +20.6% | -35.9% | -21.7% |
| YTD | -2.5% | +14.6% | -17.1% | -8.5% |
| 1Y | -13.4% | +14.5% | -27.9% | -18.8% |
| 3Y | -30.4% | +67.9% | -98.3% | -44.4% |
| 5Y | -45.0% | +122.5% | -167.5% | -61.6% |
| 10Y | +10.2% | +573.3% | -563.1% | -54.2% |
| All | +328.1% | +2,108.3% | -1,780.2% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling