+6.0%
CMCSA vs ATI
+1,155.5%
-1,149.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.0% | +2.9% |
| 7D | -5.6% | -2.7% | -2.8% | -5.2% |
| 30D | -1.9% | -13.5% | +11.6% | +0.1% |
| 3M | +6.4% | +8.5% | -2.1% | +4.6% |
| 6M | -16.9% | +25.2% | -42.1% | -20.5% |
| YTD | -6.8% | +73.4% | -80.2% | -15.4% |
| 1Y | -15.9% | +160.5% | -176.4% | -28.7% |
| 3Y | -33.4% | +347.3% | -380.7% | -49.9% |
| 5Y | -46.7% | +1,049.0% | -1,095.7% | -66.5% |
| All | +6.0% | +1,155.5% | -1,149.6% | -39.1% |
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