+63.3%
ADM vs AZO
+85.8%
-22.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +2.5% | -3.6% | +6.1% | +3.1% |
| 30D | +9.5% | -5.6% | +15.0% | +10.5% |
| 3M | +10.6% | -6.6% | +17.3% | +11.6% |
| 6M | +24.0% | -22.5% | +46.5% | +29.7% |
| YTD | +54.0% | -15.2% | +69.1% | +57.5% |
| 1Y | +45.3% | -33.9% | +79.3% | +57.4% |
| 3Y | +21.8% | +11.8% | +9.9% | +14.4% |
| All | +63.3% | +85.8% | -22.4% | +36.6% |
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 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