+20.5%
ADP vs AZO
-7.5%
+28.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +1.7% |
| 7D | +6.4% | +5.3% | +1.0% | +5.1% |
| 30D | +16.6% | +18.4% | -1.8% | +12.8% |
| 3M | +12.9% | +9.8% | +3.1% | +10.5% |
| 6M | +45.7% | -4.5% | +50.2% | +42.6% |
| YTD | +20.6% | -1.9% | +22.6% | +17.0% |
| 1Y | +20.5% | -9.5% | +30.0% | +17.4% |
| All | +20.5% | -7.5% | +28.0% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling