+1,662.9%
AMAT vs AZO
+301.5%
+1,361.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.3% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | -10.1% | -5.1% | -5.0% | -8.5% |
| 3M | -6.0% | -7.2% | +1.2% | -4.5% |
| 6M | +38.6% | -20.7% | +59.4% | +48.9% |
| YTD | +83.1% | -14.2% | +97.3% | +89.8% |
| 1Y | +188.3% | -32.2% | +220.5% | +227.3% |
| 3Y | +225.3% | +11.1% | +214.2% | +187.9% |
| 5Y | +262.0% | +87.6% | +174.4% | +145.6% |
| All | +1,662.9% | +301.5% | +1,361.3% | +888.8% |
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