+20.3%
ARM vs CMCSA
+1.1%
+19.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.9% |
| 7D | -5.3% | +2.7% | -8.0% | -4.0% |
| 30D | -30.0% | +18.6% | -48.7% | -24.6% |
| 3M | -34.1% | -1.8% | -32.2% | -33.2% |
| 6M | -12.6% | -0.7% | -12.0% | -9.6% |
| YTD | +70.4% | -7.8% | +78.3% | +67.7% |
| All | +20.3% | +1.1% | +19.2% | +22.3% |
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