+193.0%
ARM vs CMCSA
-35.0%
+228.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.7% |
| 7D | -5.3% | +2.7% | -8.0% | -5.3% |
| 30D | -30.0% | +18.6% | -48.7% | -30.2% |
| 3M | -34.1% | -1.8% | -32.2% | -33.7% |
| 6M | -12.6% | -0.7% | -12.0% | -11.9% |
| YTD | +70.4% | -7.8% | +78.3% | +69.6% |
| 1Y | +22.3% | +0.7% | +21.5% | +18.4% |
| 3Y | +261.2% | -28.0% | +289.1% | +262.3% |
| All | +193.0% | -35.0% | +228.0% | +224.8% |
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