-45.0%
CMCSA vs ATI
+1,101.9%
-1,146.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.1% | +3.2% | -3.1% | -0.3% |
| 30D | +3.8% | -9.0% | +12.8% | +4.9% |
| 3M | +12.3% | +15.1% | -2.8% | +9.9% |
| 6M | -15.4% | +38.1% | -53.5% | -19.6% |
| YTD | -2.5% | +80.7% | -83.1% | -10.9% |
| 1Y | -13.4% | +167.5% | -180.9% | -25.5% |
| 3Y | -30.4% | +366.0% | -396.3% | -47.1% |
| 5Y | -45.0% | +1,088.8% | -1,133.8% | -64.1% |
| All | -45.0% | +1,101.9% | -1,146.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling