-30.4%
CMCSA vs NTAP
+153.4%
-183.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | +0.1% | +3.3% | -3.1% | -0.1% |
| 30D | +3.8% | -0.2% | +4.0% | +3.8% |
| 3M | +12.3% | +11.4% | +0.9% | +11.2% |
| 6M | -15.4% | +88.7% | -104.1% | -21.5% |
| YTD | -2.5% | +78.9% | -81.4% | -9.0% |
| 1Y | -13.4% | +58.8% | -72.2% | -17.9% |
| 3Y | -30.4% | +153.5% | -183.9% | -41.4% |
| All | -30.4% | +153.4% | -183.8% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling