-60.9%
ADBE vs AZO
+85.8%
-146.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | -5.4% | -3.6% | -1.8% | -4.2% |
| 30D | -2.5% | -5.6% | +3.0% | -0.8% |
| 3M | +15.3% | -6.6% | +21.9% | +17.7% |
| 6M | -7.8% | -22.5% | +14.7% | -0.7% |
| YTD | -27.9% | -15.2% | -12.8% | -25.0% |
| 1Y | -28.0% | -33.9% | +5.9% | -18.7% |
| 3Y | -55.3% | +11.8% | -67.1% | -59.6% |
| All | -60.9% | +85.8% | -146.7% | -73.0% |
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