+127.8%
AAPL vs AZO
+85.8%
+42.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +3.8% | -3.6% | +7.4% | +4.7% |
| 30D | +9.9% | -5.6% | +15.5% | +11.3% |
| 3M | +12.5% | -6.6% | +19.1% | +13.9% |
| 6M | +27.6% | -22.5% | +50.1% | +34.6% |
| YTD | +22.6% | -15.2% | +37.7% | +25.8% |
| 1Y | +45.0% | -33.9% | +78.9% | +58.9% |
| 3Y | +87.8% | +11.8% | +76.0% | +72.4% |
| All | +127.8% | +85.8% | +42.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling