-18.3%
CMCSA vs ATI
+166.4%
-184.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.6% |
| 7D | -8.3% | +2.4% | -10.7% | -8.2% |
| 30D | -2.4% | -9.5% | +7.1% | -2.6% |
| 3M | +4.5% | +10.4% | -5.9% | +4.3% |
| 6M | -18.8% | +31.8% | -50.6% | -19.6% |
| YTD | -8.9% | +80.0% | -88.9% | -10.6% |
| 1Y | -18.3% | +175.8% | -194.1% | -21.6% |
| All | -18.3% | +166.4% | -184.7% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling