+197.1%
ABT vs AZO
+296.8%
-99.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.9% | -3.6% | -2.3% | -5.0% |
| 30D | -8.1% | -5.6% | -2.5% | -6.7% |
| 3M | +14.5% | -6.6% | +21.2% | +16.4% |
| 6M | -6.3% | -22.5% | +16.2% | -0.1% |
| YTD | -17.1% | -15.2% | -1.9% | -14.1% |
| 1Y | -21.4% | -33.9% | +12.6% | -12.9% |
| 3Y | +5.9% | +11.8% | -5.9% | +0.5% |
| 5Y | -12.8% | +85.5% | -98.3% | -29.3% |
| All | +197.1% | +296.8% | -99.7% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling