+4,327.1%
ABT vs AZO
+42,241.4%
-37,914.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -4.7% | -0.8% | -3.9% | -4.6% |
| 30D | -3.1% | -5.1% | +2.0% | -2.1% |
| 3M | +16.1% | -7.2% | +23.4% | +17.7% |
| 6M | -5.3% | -20.7% | +15.4% | -1.2% |
| YTD | -14.4% | -14.2% | -0.3% | -12.3% |
| 1Y | -18.4% | -32.2% | +13.8% | -12.5% |
| 3Y | +11.2% | +11.1% | +0.1% | +7.5% |
| 5Y | -9.4% | +87.6% | -97.0% | -21.5% |
| 10Y | +209.7% | +302.9% | -93.2% | +127.4% |
| All | +4,327.1% | +42,241.4% | -37,914.3% | +1,383.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling