-13.4%
CMCSA vs ARWR
+200.0%
-213.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.7% |
| 7D | +0.1% | +2.9% | -2.8% | +0.2% |
| 30D | +3.8% | -2.9% | +6.7% | +3.7% |
| 3M | +12.3% | +15.2% | -2.9% | +13.0% |
| 6M | -15.4% | +42.3% | -57.7% | -14.1% |
| YTD | -2.5% | +28.2% | -30.7% | -1.5% |
| 1Y | -13.4% | +213.2% | -226.6% | -13.3% |
| All | -13.4% | +200.0% | -213.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling