+73.7%
AMAT vs AZO
-13.3%
+87.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.4% | +6.2% |
| 7D | +7.0% | -2.6% | +9.6% | +6.1% |
| 30D | -20.6% | +11.7% | -32.3% | -18.4% |
| 3M | -24.8% | +6.4% | -31.2% | -23.0% |
| 6M | -10.7% | -5.5% | -5.2% | -6.9% |
| YTD | +54.3% | -4.5% | +58.8% | +63.6% |
| 1Y | +73.7% | -13.8% | +87.5% | +83.5% |
| All | +73.7% | -13.3% | +87.0% | +83.5% |
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