+17.2%
ARM vs CMCSA
+2.1%
+15.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.1% |
| 7D | -10.4% | +4.6% | -14.9% | -8.3% |
| 30D | -31.8% | +19.8% | -51.6% | -26.2% |
| 3M | -32.2% | -0.3% | -32.0% | -30.9% |
| 6M | -14.9% | +0.3% | -15.2% | -11.5% |
| YTD | +66.0% | -6.9% | +72.9% | +64.1% |
| 1Y | +17.2% | +2.6% | +14.6% | +19.7% |
| All | +17.2% | +2.1% | +15.1% | +19.7% |
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