-48.2%
CMCSA vs NTAP
+129.9%
-178.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -6.2% |
| 7D | -8.3% | +2.2% | -10.5% | -8.6% |
| 30D | -2.4% | -7.0% | +4.6% | -1.3% |
| 3M | +4.5% | +12.3% | -7.8% | +2.2% |
| 6M | -18.8% | +85.1% | -103.9% | -28.9% |
| YTD | -8.9% | +74.8% | -83.7% | -19.6% |
| 1Y | -18.3% | +52.7% | -71.0% | -25.7% |
| 3Y | -35.0% | +147.7% | -182.6% | -50.8% |
| 5Y | -48.2% | +124.8% | -172.9% | -61.7% |
| All | -48.2% | +129.9% | -178.1% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling