-31.0%
CMCSA vs ARMK
+91.9%
-122.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.4% |
| 7D | +5.0% | -2.6% | +7.7% | +5.6% |
| 30D | +16.5% | -5.2% | +21.7% | +17.7% |
| 3M | -1.6% | -6.5% | +4.9% | -0.3% |
| 6M | -5.0% | +15.3% | -20.3% | -10.0% |
| YTD | -8.3% | +43.6% | -51.9% | -19.3% |
| 1Y | +0.4% | +42.1% | -41.7% | -11.3% |
| 3Y | -31.0% | +94.0% | -125.0% | -44.9% |
| All | -31.0% | +91.9% | -122.9% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling