-46.7%
CMCSA vs FTAI
+847.8%
-894.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.1% | +2.5% |
| 7D | -5.6% | -9.7% | +4.1% | -5.0% |
| 30D | -1.9% | -20.0% | +18.1% | -0.7% |
| 3M | +6.4% | -20.1% | +26.5% | +7.4% |
| 6M | -16.9% | -33.3% | +16.4% | -15.6% |
| YTD | -6.8% | -8.0% | +1.2% | -7.7% |
| 1Y | -15.9% | +8.0% | -23.9% | -18.0% |
| 3Y | -33.4% | +413.4% | -446.8% | -49.2% |
| 5Y | -46.7% | +858.6% | -905.3% | -64.2% |
| All | -46.7% | +847.8% | -894.5% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling