-14.1%
CMCSA vs AMRZ
-17.3%
+3.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.2% |
| 7D | +0.1% | -2.0% | +2.1% | +0.3% |
| 30D | +3.8% | -9.8% | +13.7% | +4.9% |
| 3M | +12.3% | -17.2% | +29.5% | +13.8% |
| 6M | -15.4% | -26.9% | +11.5% | -13.0% |
| YTD | -2.5% | -21.5% | +19.0% | -1.5% |
| 1Y | -13.4% | -22.9% | +9.5% | -12.7% |
| All | -14.1% | -17.3% | +3.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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