+35.8%
ARM vs CMCSA
+1.9%
+33.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.0% |
| 7D | +9.1% | +3.2% | +6.0% | +10.6% |
| 30D | -19.9% | +19.5% | -39.5% | -13.3% |
| 3M | -31.6% | -2.4% | -29.2% | -30.6% |
| 6M | -13.9% | +3.8% | -17.7% | -9.2% |
| YTD | +74.3% | -5.4% | +79.7% | +73.7% |
| 1Y | +35.8% | +1.1% | +34.7% | +39.3% |
| All | +35.8% | +1.9% | +33.9% | +39.3% |
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