+6.1%
CMCSA vs NTAP
+650.8%
-644.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.5% | -8.4% | -1.8% |
| 7D | -4.9% | +7.4% | -12.2% | -6.5% |
| 30D | -1.1% | -1.4% | +0.3% | -0.9% |
| 3M | +6.6% | +24.6% | -18.0% | +0.7% |
| 6M | -15.5% | +105.9% | -121.4% | -30.8% |
| YTD | -6.7% | +88.5% | -95.2% | -22.2% |
| 1Y | -15.6% | +62.1% | -77.7% | -26.9% |
| 3Y | -33.7% | +169.1% | -202.7% | -52.2% |
| 5Y | -46.6% | +141.9% | -188.5% | -61.1% |
| All | +6.1% | +650.8% | -644.7% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling