+38.9%
CMCSA vs ARES
+1,202.8%
-1,163.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | +8.1% | -3.6% | +2.7% |
| 30D | +19.8% | +18.9% | +0.9% | +15.2% |
| 3M | -0.3% | +2.3% | -2.6% | -0.9% |
| 6M | +0.3% | +12.7% | -12.4% | -2.9% |
| YTD | -6.9% | -10.8% | +3.8% | -6.1% |
| 1Y | +2.6% | -5.3% | +7.9% | +1.8% |
| 3Y | -29.0% | +42.0% | -71.1% | -38.3% |
| 5Y | -42.0% | +88.3% | -130.3% | -54.5% |
| 10Y | +6.4% | +1,148.2% | -1,141.8% | -43.8% |
| All | +38.9% | +1,202.8% | -1,163.8% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling