+6.1%
CMCSA vs FTAI
+3,098.4%
-3,092.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.2% |
| 7D | -4.9% | -5.2% | +0.3% | -4.4% |
| 30D | -1.1% | -17.9% | +16.9% | +0.7% |
| 3M | +6.6% | -22.7% | +29.3% | +8.7% |
| 6M | -15.5% | -28.0% | +12.5% | -13.9% |
| YTD | -6.7% | -5.0% | -1.7% | -8.1% |
| 1Y | -15.6% | +10.4% | -26.0% | -18.8% |
| 3Y | -33.7% | +425.2% | -458.9% | -52.1% |
| 5Y | -46.6% | +890.3% | -937.0% | -66.1% |
| All | +6.1% | +3,098.4% | -3,092.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling