+171.1%
ADM vs AZO
+296.8%
-125.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +2.5% | -3.6% | +6.1% | +3.5% |
| 30D | +9.5% | -5.6% | +15.0% | +11.0% |
| 3M | +10.6% | -6.6% | +17.3% | +12.1% |
| 6M | +24.0% | -22.5% | +46.5% | +31.8% |
| YTD | +54.0% | -15.2% | +69.1% | +59.0% |
| 1Y | +45.3% | -33.9% | +79.3% | +61.2% |
| 3Y | +21.8% | +11.8% | +9.9% | +13.4% |
| 5Y | +66.8% | +85.5% | -18.7% | +29.5% |
| All | +171.1% | +296.8% | -125.8% | +71.0% |
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 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