+249.5%
ADSK vs AZO
+297.4%
-47.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.1% | +4.7% | +6.7% |
| 7D | +5.1% | -0.6% | +5.7% | +5.3% |
| 30D | -9.0% | -2.0% | -7.1% | -8.5% |
| 3M | +15.4% | -4.8% | +20.2% | +17.3% |
| 6M | -8.9% | -16.8% | +7.9% | -3.3% |
| YTD | -22.7% | -12.6% | -10.1% | -19.7% |
| 1Y | -28.2% | -31.4% | +3.1% | -18.9% |
| 3Y | +5.7% | +15.1% | -9.5% | -3.4% |
| 5Y | -18.0% | +89.6% | -107.7% | -38.8% |
| 10Y | +249.5% | +301.2% | -51.7% | +122.3% |
| All | +249.5% | +297.4% | -47.9% | +122.3% |
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