+26.8%
AZN vs NTR
+36.8%
-10.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | +1.1% | +16.8% | -15.7% | -0.6% |
| 3M | -12.1% | +20.7% | -32.9% | -13.8% |
| 6M | -17.1% | +0.5% | -17.7% | -17.5% |
| YTD | -12.0% | +29.2% | -41.2% | -15.0% |
| 1Y | -0.2% | +39.6% | -39.8% | -5.1% |
| 3Y | +26.8% | +37.9% | -11.1% | +21.6% |
| All | +26.8% | +36.8% | -10.0% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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