+216.5%
AZN vs NTAP
+650.8%
-434.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -0.5% |
| 7D | -1.6% | +7.4% | -8.9% | -2.3% |
| 30D | +1.1% | -1.4% | +2.4% | +1.1% |
| 3M | -12.1% | +24.6% | -36.7% | -14.5% |
| 6M | -17.1% | +105.9% | -123.0% | -24.7% |
| YTD | -12.0% | +88.5% | -100.5% | -19.3% |
| 1Y | -0.2% | +62.1% | -62.3% | -6.8% |
| 3Y | +26.8% | +169.1% | -142.3% | +8.5% |
| 5Y | +56.9% | +141.9% | -85.0% | +34.6% |
| All | +216.5% | +650.8% | -434.3% | +121.7% |
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 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