+51.4%
CMCSA vs ARMK
+327.1%
-275.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +0.7% | +2.8% | -2.1% | -0.1% |
| 30D | +21.0% | -1.8% | +22.8% | +21.1% |
| 3M | -0.9% | -10.9% | +9.9% | +1.5% |
| 6M | +2.9% | +21.2% | -18.3% | -2.7% |
| YTD | -5.9% | +47.0% | -52.9% | -15.5% |
| 1Y | +2.5% | +42.9% | -40.4% | -7.4% |
| 3Y | -28.3% | +95.0% | -123.3% | -40.6% |
| 5Y | -40.8% | +106.2% | -147.0% | -52.3% |
| 10Y | +5.4% | +131.6% | -126.2% | -18.1% |
| All | +51.4% | +327.1% | -275.7% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling