-42.0%
CMCSA vs ATI
+951.9%
-993.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | +4.6% | +1.3% | +3.2% | +4.4% |
| 30D | +19.8% | -4.8% | +24.6% | +20.2% |
| 3M | -0.3% | -19.9% | +19.7% | +1.9% |
| 6M | +0.3% | +15.4% | -15.1% | -2.5% |
| YTD | -6.9% | +59.2% | -66.1% | -13.8% |
| 1Y | +2.6% | +86.3% | -83.7% | -7.2% |
| 3Y | -29.0% | +318.2% | -347.3% | -45.4% |
| 5Y | -42.0% | +958.6% | -1,000.6% | -62.4% |
| All | -42.0% | +951.9% | -993.9% | -62.4% |
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