+4.6%
CMCSA vs ARES
+1,006.5%
-1,001.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.5% | -5.9% |
| 7D | -8.3% | -2.7% | -5.6% | -7.7% |
| 30D | -2.4% | -2.4% | 0.0% | -1.9% |
| 3M | +4.5% | +3.9% | +0.6% | +3.2% |
| 6M | -18.8% | +26.4% | -45.2% | -24.1% |
| YTD | -8.9% | -14.9% | +6.0% | -6.9% |
| 1Y | -18.3% | -20.4% | +2.1% | -15.4% |
| 3Y | -35.0% | +38.8% | -73.7% | -44.2% |
| 5Y | -48.2% | +97.0% | -145.1% | -61.1% |
| 10Y | +4.6% | +999.8% | -995.2% | -48.3% |
| All | +4.6% | +1,006.5% | -1,001.9% | -48.3% |
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