+1,322.7%
CMCSA vs NTAP
+23,420.6%
-22,097.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +7.0% | -0.5% | +7.6% | +7.0% |
| 3M | +15.1% | +4.1% | +11.0% | +13.8% |
| 6M | -15.4% | +88.0% | -103.3% | -25.0% |
| YTD | -1.9% | +75.6% | -77.5% | -12.3% |
| 1Y | -12.7% | +58.9% | -71.6% | -20.7% |
| 3Y | -31.0% | +153.6% | -184.6% | -43.3% |
| 5Y | -46.1% | +127.6% | -173.7% | -55.2% |
| 10Y | +10.8% | +580.4% | -569.5% | -25.6% |
| All | +1,322.7% | +23,420.6% | -22,097.9% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling