+214.2%
ARM vs CMCSA
-34.2%
+248.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | +19.8% | -0.6% | +20.4% | +19.8% |
| 30D | -21.8% | +18.8% | -40.5% | -21.9% |
| 3M | -26.5% | -1.1% | -25.4% | -26.1% |
| 6M | -3.9% | +2.5% | -6.4% | -3.3% |
| YTD | +82.8% | -6.7% | +89.5% | +81.9% |
| 1Y | +34.3% | 0.0% | +34.3% | +31.0% |
| 3Y | +282.2% | -28.9% | +311.1% | +287.8% |
| All | +214.2% | -34.2% | +248.4% | +248.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling