+19.3%
ARM vs CMCSA
+3.3%
+16.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.0% | -10.3% | -3.1% |
| 7D | -18.7% | +15.2% | -33.9% | -13.3% |
| 30D | -36.7% | +17.0% | -53.7% | -32.0% |
| 3M | -31.6% | +1.2% | -32.9% | -30.0% |
| 6M | -5.6% | -5.5% | -0.1% | -3.8% |
| YTD | +75.5% | -6.5% | +82.0% | +73.6% |
| 1Y | +19.3% | +1.8% | +17.5% | +21.2% |
| All | +19.3% | +3.3% | +16.0% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling