+3.2%
CMCSA vs ATI
+1,002.4%
-999.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | -0.6% | +13.0% | -13.6% | -2.4% |
| 30D | +18.8% | +0.2% | +18.6% | +18.3% |
| 3M | -1.1% | -17.5% | +16.4% | +1.2% |
| 6M | +2.5% | +18.1% | -15.6% | -1.1% |
| YTD | -6.7% | +65.7% | -72.4% | -15.1% |
| 1Y | 0.0% | +91.9% | -92.0% | -11.2% |
| 3Y | -28.9% | +335.2% | -364.1% | -46.4% |
| 5Y | -41.1% | +1,004.3% | -1,045.4% | -62.9% |
| All | +3.2% | +1,002.4% | -999.1% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling