+1,109.2%
CMCSA vs ARWR
-97.0%
+1,206.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +1.7% | -3.8% | -2.1% |
| 30D | +7.0% | -0.7% | +7.7% | +7.0% |
| 3M | +15.1% | +14.9% | +0.2% | +15.0% |
| 6M | -15.4% | +32.6% | -48.0% | -15.5% |
| YTD | -1.9% | +30.0% | -31.9% | -2.1% |
| 1Y | -12.7% | +208.4% | -221.1% | -13.4% |
| 3Y | -31.0% | +208.8% | -239.8% | -31.7% |
| 5Y | -46.1% | +27.8% | -73.9% | -46.5% |
| 10Y | +10.8% | +1,107.6% | -1,096.7% | +8.0% |
| All | +1,109.2% | -97.0% | +1,206.2% | +924.3% |
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 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