+3,522.5%
ADSK vs AZO
+41,743.6%
-38,221.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -2.5% | -3.6% | +1.0% | -1.4% |
| 30D | -14.9% | -5.6% | -9.3% | -13.4% |
| 3M | +3.3% | -6.6% | +10.0% | +5.4% |
| 6M | -15.7% | -22.5% | +6.9% | -9.1% |
| YTD | -28.2% | -15.2% | -13.1% | -25.0% |
| 1Y | -34.5% | -33.9% | -0.6% | -26.4% |
| 3Y | -2.9% | +11.8% | -14.7% | -8.5% |
| 5Y | -25.3% | +85.5% | -110.9% | -40.3% |
| 10Y | +217.8% | +298.2% | -80.4% | +95.6% |
| All | +3,522.5% | +41,743.6% | -38,221.1% | +615.6% |
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