-10.6%
ADSK vs AZO
-10.2%
-0.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +11.3% | +5.5% | +5.9% | +9.3% |
| 30D | +16.4% | +14.2% | +2.2% | +11.3% |
| 3M | +12.1% | +7.9% | +4.2% | +8.9% |
| 6M | +7.9% | -6.6% | +14.5% | +6.6% |
| YTD | -9.1% | -2.4% | -6.6% | -11.4% |
| 1Y | -10.6% | -9.6% | -0.9% | -12.2% |
| All | -10.6% | -10.2% | -0.4% | -12.2% |
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