+8,212.1%
ADP vs AZO
+43,293.3%
-35,081.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | +2.8% | -2.7% | +5.5% | +3.4% |
| 3M | +20.9% | -3.2% | +24.1% | +21.8% |
| 6M | +29.9% | -19.7% | +49.6% | +36.7% |
| YTD | +9.6% | -12.0% | +21.7% | +12.4% |
| 1Y | -5.3% | -29.5% | +24.3% | +2.6% |
| 3Y | +16.5% | +17.3% | -0.9% | +9.8% |
| 5Y | +49.4% | +94.1% | -44.7% | +23.1% |
| 10Y | +282.2% | +303.3% | -21.1% | +159.9% |
| All | +8,212.1% | +43,293.3% | -35,081.2% | +2,255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling