+26.4%
AZN vs TAP
-33.1%
+59.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.1% | -5.3% | +2.1% | -2.3% |
| 30D | +0.6% | -7.4% | +7.9% | +1.6% |
| 3M | -10.8% | -4.9% | -5.9% | -10.3% |
| 6M | -18.1% | -14.2% | -3.9% | -16.5% |
| YTD | -12.3% | -14.8% | +2.6% | -10.7% |
| 1Y | -0.2% | -18.1% | +17.9% | +2.1% |
| All | +26.4% | -33.1% | +59.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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