+2,021.4%
AZN vs NTAP
+23,312.9%
-21,291.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | -2.9% | +2.2% | -5.1% | -3.0% |
| 30D | -3.1% | -7.0% | +4.0% | -2.6% |
| 3M | -14.4% | +12.3% | -26.7% | -15.3% |
| 6M | -19.5% | +85.1% | -104.6% | -23.4% |
| YTD | -13.8% | +74.8% | -88.5% | -17.6% |
| 1Y | -2.4% | +52.7% | -55.1% | -5.9% |
| 3Y | +21.3% | +147.7% | -126.4% | +12.1% |
| 5Y | +53.6% | +124.8% | -71.1% | +42.3% |
| 10Y | +220.1% | +589.7% | -369.6% | +170.0% |
| All | +2,021.4% | +23,312.9% | -21,291.5% | +1,280.0% |
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