-11.3%
ABT vs AZO
+85.8%
-97.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | +14.5% | -6.6% | +21.2% | +16.2% |
| 6M | -6.3% | -22.5% | +16.2% | -0.7% |
| YTD | -17.1% | -15.2% | -1.9% | -14.4% |
| 1Y | -21.4% | -33.9% | +12.6% | -13.5% |
| 3Y | +5.9% | +11.8% | -5.9% | +0.8% |
| All | -11.3% | +85.8% | -97.0% | -29.3% |
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