+206.0%
CMCSA vs ATI
+1,117.2%
-911.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.2% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | +7.0% | +2.7% | +4.3% | +6.3% |
| 3M | +15.1% | +16.3% | -1.2% | +10.9% |
| 6M | -15.4% | +30.2% | -45.5% | -20.7% |
| YTD | -1.9% | +83.6% | -85.5% | -14.3% |
| 1Y | -12.7% | +173.0% | -185.7% | -29.9% |
| 3Y | -31.0% | +356.6% | -387.7% | -51.9% |
| 5Y | -46.1% | +1,074.2% | -1,120.3% | -70.0% |
| 10Y | +10.8% | +1,136.2% | -1,125.4% | -47.5% |
| All | +206.0% | +1,117.2% | -911.2% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling