+4.7%
CMCSA vs NTAP
+583.1%
-578.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.0% |
| 7D | +3.2% | +7.2% | -4.0% | +1.6% |
| 30D | +19.5% | -18.4% | +37.9% | +24.0% |
| 3M | -2.4% | -11.3% | +8.9% | -1.2% |
| 6M | +3.8% | +53.8% | -49.9% | -9.4% |
| YTD | -5.4% | +72.0% | -77.3% | -20.4% |
| 1Y | +1.1% | +68.0% | -66.9% | -14.5% |
| 3Y | -27.1% | +149.5% | -176.6% | -47.3% |
| 5Y | -40.3% | +125.6% | -165.9% | -56.3% |
| All | +4.7% | +583.1% | -578.4% | -42.6% |
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