+5.4%
CMCSA vs ARES
+1,145.7%
-1,140.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | +0.7% | +0.8% | -0.1% | +0.5% |
| 30D | +21.0% | +16.7% | +4.3% | +16.4% |
| 3M | -0.9% | -2.6% | +1.7% | -0.5% |
| 6M | +2.9% | +13.0% | -10.1% | -0.8% |
| YTD | -5.9% | -11.7% | +5.8% | -4.7% |
| 1Y | +2.5% | -6.7% | +9.1% | +2.0% |
| 3Y | -28.3% | +40.5% | -68.8% | -38.8% |
| 5Y | -40.8% | +88.2% | -129.0% | -55.3% |
| 10Y | +5.4% | +1,131.0% | -1,125.6% | -49.2% |
| All | +5.4% | +1,145.7% | -1,140.3% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling