+41.2%
CMCSA vs ARES
+1,157.9%
-1,116.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +3.2% | +0.5% | +2.7% | +3.0% |
| 30D | +19.5% | +19.7% | -0.1% | +14.8% |
| 3M | -2.4% | -9.0% | +6.6% | -0.5% |
| 6M | +3.8% | +11.5% | -7.7% | +0.8% |
| YTD | -5.4% | -13.8% | +8.5% | -3.8% |
| 1Y | +1.1% | -5.6% | +6.7% | +0.4% |
| 3Y | -27.1% | +36.1% | -63.2% | -36.0% |
| 5Y | -40.3% | +82.7% | -123.0% | -52.8% |
| 10Y | +6.0% | +1,101.7% | -1,095.7% | -43.6% |
| All | +41.2% | +1,157.9% | -1,116.7% | -27.0% |
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