-40.2%
CMCSA vs AMT
-15.7%
-24.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +3.2% | +1.5% | +1.6% | +2.8% |
| 30D | +19.5% | +6.8% | +12.7% | +17.8% |
| 3M | -2.4% | +11.2% | -13.6% | -4.8% |
| 6M | +3.8% | +12.5% | -8.6% | +0.8% |
| YTD | -5.4% | +12.5% | -17.9% | -8.3% |
| 1Y | +1.1% | +10.1% | -9.0% | -1.6% |
| 3Y | -27.1% | +16.0% | -43.2% | -31.8% |
| All | -40.2% | -15.7% | -24.5% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling