-31.0%
CMCSA vs AMT
+10.5%
-41.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | -1.8% |
| 7D | +5.0% | +0.5% | +4.5% | +5.0% |
| 30D | +16.5% | +13.6% | +2.9% | +14.1% |
| 3M | -1.6% | +11.5% | -13.1% | -3.3% |
| 6M | -5.0% | +6.9% | -12.0% | -6.2% |
| YTD | -8.3% | +10.8% | -19.1% | -9.9% |
| 1Y | +0.4% | +10.3% | -9.9% | -1.3% |
| 3Y | -31.0% | +12.4% | -43.4% | -34.0% |
| All | -31.0% | +10.5% | -41.5% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling