-10.3%
ADSK vs AZO
-9.7%
-0.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.9% | +3.1% | +5.5% |
| 7D | +11.4% | +5.3% | +6.1% | +9.4% |
| 30D | +21.9% | +18.4% | +3.5% | +15.2% |
| 3M | +13.9% | +9.8% | +4.0% | +9.9% |
| 6M | +9.1% | -4.5% | +13.6% | +7.4% |
| YTD | -8.8% | -1.9% | -6.8% | -11.2% |
| All | -10.3% | -9.7% | -0.5% | -12.1% |
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 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