+4,674.2%
AZN vs TAP
+815.1%
+3,859.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.0% |
| 7D | -1.5% | -2.3% | +0.8% | -1.2% |
| 30D | -0.9% | -9.4% | +8.5% | +0.5% |
| 3M | -11.8% | -0.8% | -11.0% | -11.9% |
| 6M | -17.6% | -14.7% | -2.9% | -15.9% |
| YTD | -12.0% | -13.9% | +1.9% | -10.5% |
| 1Y | -0.9% | -18.6% | +17.8% | +1.7% |
| 3Y | +23.7% | -32.0% | +55.7% | +29.3% |
| 5Y | +54.5% | -1.0% | +55.5% | +51.7% |
| 10Y | +218.2% | -51.4% | +269.5% | +235.8% |
| All | +4,674.2% | +815.1% | +3,859.1% | +3,744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling