-30.4%
CMCSA vs ARES
+47.3%
-77.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +0.1% | -0.3% | +0.5% | +0.1% |
| 30D | +3.8% | +1.3% | +2.5% | +3.6% |
| 3M | +12.3% | +10.4% | +2.0% | +10.9% |
| 6M | -15.4% | +29.0% | -44.4% | -18.4% |
| YTD | -2.5% | -12.2% | +9.7% | -1.0% |
| 1Y | -13.4% | -18.4% | +5.1% | -11.3% |
| 3Y | -30.4% | +43.2% | -73.5% | -35.4% |
| All | -30.4% | +47.3% | -77.6% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling