-45.0%
CMCSA vs ARMK
+148.1%
-193.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +3.8% | +3.1% | +0.7% | +2.6% |
| 3M | +12.3% | +9.2% | +3.1% | +8.8% |
| 6M | -15.4% | +43.7% | -59.1% | -25.6% |
| YTD | -2.5% | +57.4% | -59.9% | -17.2% |
| 1Y | -13.4% | +51.9% | -65.2% | -25.6% |
| 3Y | -30.4% | +125.4% | -155.8% | -49.1% |
| 5Y | -45.0% | +149.1% | -194.1% | -62.7% |
| All | -45.0% | +148.1% | -193.1% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling