+638.1%
CMCSA vs AMT
+1,311.4%
-673.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +7.0% | +4.6% | +2.4% | +6.0% |
| 3M | +15.1% | -8.4% | +23.5% | +17.1% |
| 6M | -15.4% | -6.0% | -9.3% | -14.4% |
| YTD | -1.9% | +2.1% | -4.0% | -2.7% |
| 1Y | -12.7% | -6.4% | -6.3% | -11.9% |
| 3Y | -31.0% | +8.1% | -39.1% | -33.5% |
| 5Y | -46.1% | -31.9% | -14.2% | -43.2% |
| 10Y | +10.8% | +97.1% | -86.3% | -7.3% |
| All | +638.1% | +1,311.4% | -673.2% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling