+4.6%
CMCSA vs ARMK
+134.7%
-130.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.3% |
| 7D | -8.3% | +0.3% | -8.6% | -8.3% |
| 30D | -2.4% | +2.4% | -4.8% | -3.1% |
| 3M | +4.5% | +6.1% | -1.5% | +2.8% |
| 6M | -18.8% | +41.8% | -60.5% | -25.9% |
| YTD | -8.9% | +55.5% | -64.5% | -19.0% |
| 1Y | -18.3% | +49.6% | -67.9% | -26.6% |
| 3Y | -35.0% | +122.8% | -157.7% | -47.6% |
| 5Y | -48.2% | +151.0% | -199.1% | -59.8% |
| 10Y | +4.6% | +137.9% | -133.4% | -15.0% |
| All | +4.6% | +134.7% | -130.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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