-33.8%
CMCSA vs FTAI
+407.3%
-441.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.1% | +2.4% |
| 7D | -5.6% | -9.7% | +4.1% | -5.3% |
| 30D | -1.9% | -20.0% | +18.1% | -1.4% |
| 3M | +6.4% | -20.1% | +26.5% | +6.8% |
| 6M | -16.9% | -33.3% | +16.4% | -16.4% |
| YTD | -6.8% | -8.0% | +1.2% | -7.3% |
| 1Y | -15.9% | +8.0% | -23.9% | -17.1% |
| All | -33.8% | +407.3% | -441.0% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling