+278.9%
ADP vs AZO
+296.8%
-17.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.8% | -3.6% | +0.8% | -1.4% |
| 30D | +0.2% | -5.6% | +5.8% | +2.3% |
| 3M | +20.5% | -6.6% | +27.1% | +23.3% |
| 6M | +28.8% | -22.5% | +51.3% | +40.4% |
| YTD | +6.6% | -15.2% | +21.8% | +11.6% |
| 1Y | -6.9% | -33.9% | +27.0% | +7.0% |
| 3Y | +16.1% | +11.8% | +4.3% | +7.0% |
| 5Y | +49.3% | +85.5% | -36.2% | +10.0% |
| All | +278.9% | +296.8% | -17.9% | +121.0% |
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