+1,036.2%
CMCSA vs ARWR
-98.3%
+1,134.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.8% | +0.6% |
| 7D | +2.7% | -17.3% | +20.0% | +2.8% |
| 30D | +18.6% | -21.5% | +40.2% | +18.8% |
| 3M | -1.8% | -43.8% | +42.0% | -1.5% |
| 6M | -0.7% | -32.3% | +31.6% | -0.5% |
| YTD | -7.8% | -25.8% | +18.0% | -7.7% |
| 1Y | +0.7% | +25.5% | -24.8% | +0.5% |
| 3Y | -28.0% | +84.1% | -112.1% | -28.5% |
| 5Y | -42.1% | -39.2% | -2.9% | -42.3% |
| 10Y | +8.2% | +1,072.4% | -1,064.2% | +5.5% |
| All | +1,036.2% | -98.3% | +1,134.5% | +865.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling