-20.2%
ARM vs CMCSA
-4.8%
-15.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +0.4% | -13.5% | -12.9% |
| 7D | -27.1% | +12.0% | -39.2% | -22.2% |
| 30D | -44.9% | +17.5% | -62.4% | -40.1% |
| 3M | -39.3% | +2.4% | -41.7% | -36.8% |
| 6M | -20.2% | -2.9% | -17.2% | +9.1% |
| All | -20.2% | -4.8% | -15.4% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling