-30.4%
CMCSA vs ATI
+361.7%
-392.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +0.1% | +3.2% | -3.1% | -0.1% |
| 30D | +3.8% | -9.0% | +12.8% | +4.5% |
| 3M | +12.3% | +15.1% | -2.8% | +10.7% |
| 6M | -15.4% | +38.1% | -53.5% | -18.3% |
| YTD | -2.5% | +80.7% | -83.1% | -8.5% |
| 1Y | -13.4% | +167.5% | -180.9% | -22.3% |
| 3Y | -30.4% | +366.0% | -396.3% | -40.6% |
| All | -30.4% | +361.7% | -392.1% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling