+5.9%
ABT vs AZO
+10.0%
-4.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.9% | -3.6% | -2.3% | -5.1% |
| 30D | -8.1% | -5.6% | -2.5% | -7.0% |
| 3M | +14.5% | -6.6% | +21.2% | +16.0% |
| 6M | -6.3% | -22.5% | +16.2% | -1.8% |
| YTD | -17.1% | -15.2% | -1.9% | -14.9% |
| 1Y | -21.4% | -33.9% | +12.6% | -14.9% |
| 3Y | +5.9% | +11.8% | -5.9% | +4.9% |
| All | +5.9% | +10.0% | -4.1% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling