+296.4%
ARM vs CMCSA
-30.8%
+327.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.9% |
| 7D | +5.5% | -2.1% | +7.6% | +5.6% |
| 30D | -8.2% | +7.0% | -15.2% | -8.6% |
| 3M | -35.9% | +15.1% | -51.0% | -36.6% |
| 6M | +103.1% | -15.4% | +118.5% | +108.1% |
| YTD | +130.6% | -1.9% | +132.5% | +127.6% |
| 1Y | +86.1% | -12.7% | +98.8% | +90.4% |
| All | +296.4% | -30.8% | +327.2% | +335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling