+1.8%
CMCSA vs NTAP
+66.6%
-64.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +4.9% |
| 7D | +15.2% | -16.1% | +31.3% | +14.1% |
| 30D | +17.0% | -15.9% | +32.9% | +15.9% |
| 3M | +1.2% | -1.2% | +2.5% | +0.5% |
| 6M | -5.5% | +70.1% | -75.6% | -6.2% |
| YTD | -6.5% | +77.9% | -84.5% | -7.7% |
| 1Y | +1.8% | +68.1% | -66.3% | +1.5% |
| All | +1.8% | +66.6% | -64.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling