+57.9%
CMCSA vs ARMK
+350.8%
-293.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | +7.0% | 0.0% | +7.0% | +6.9% |
| 3M | +15.1% | +6.7% | +8.4% | +13.0% |
| 6M | -15.4% | +38.8% | -54.2% | -22.5% |
| YTD | -1.9% | +55.2% | -57.1% | -12.8% |
| 1Y | -12.7% | +46.6% | -59.3% | -21.3% |
| 3Y | -31.0% | +112.9% | -143.9% | -44.0% |
| 5Y | -46.1% | +144.0% | -190.1% | -58.2% |
| 10Y | +10.8% | +132.4% | -121.6% | -13.5% |
| All | +57.9% | +350.8% | -293.0% | +9.5% |
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