+31.7%
CMCSA vs FTAI
+2,588.5%
-2,556.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.1% | +3.9% | -3.8% | -0.3% |
| 30D | +3.8% | -8.8% | +12.7% | +4.5% |
| 3M | +12.3% | -14.5% | +26.8% | +13.3% |
| 6M | -15.4% | -24.0% | +8.6% | -14.3% |
| YTD | -2.5% | +0.5% | -3.0% | -4.4% |
| 1Y | -13.4% | +19.1% | -32.5% | -17.1% |
| 3Y | -30.4% | +460.7% | -491.1% | -48.9% |
| 5Y | -45.0% | +947.3% | -992.4% | -64.1% |
| 10Y | +10.2% | +3,244.4% | -3,234.2% | -38.6% |
| All | +31.7% | +2,588.5% | -2,556.8% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling