+1,030.6%
CMCSA vs ARWR
-98.0%
+1,128.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.3% |
| 7D | +5.0% | -2.9% | +7.9% | +5.1% |
| 30D | +16.5% | -5.4% | +21.9% | +16.5% |
| 3M | -1.6% | -32.2% | +30.6% | -1.4% |
| 6M | -5.0% | -26.5% | +21.5% | -4.9% |
| YTD | -8.3% | -12.4% | +4.1% | -8.3% |
| 1Y | +0.4% | +46.9% | -46.5% | 0.0% |
| 3Y | -31.0% | +116.0% | -146.9% | -31.6% |
| 5Y | -42.5% | -28.0% | -14.6% | -42.8% |
| 10Y | +12.6% | +923.9% | -911.4% | +9.8% |
| All | +1,030.6% | -98.0% | +1,128.7% | +860.0% |
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