+10.2%
CMCSA vs AMT
+94.9%
-84.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +3.8% | +1.8% | +2.0% | +3.2% |
| 3M | +12.3% | -6.2% | +18.5% | +14.3% |
| 6M | -15.4% | -5.0% | -10.4% | -14.4% |
| YTD | -2.5% | +2.1% | -4.5% | -3.7% |
| 1Y | -13.4% | -5.7% | -7.6% | -12.5% |
| 3Y | -30.4% | +7.9% | -38.3% | -34.6% |
| 5Y | -45.0% | -32.3% | -12.7% | -39.9% |
| 10Y | +10.2% | +95.0% | -84.8% | -5.9% |
| All | +10.2% | +94.9% | -84.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling