+268.9%
AMAT vs AZO
+93.0%
+175.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.0% | +4.2% |
| 7D | +7.0% | -0.5% | +7.5% | +7.1% |
| 30D | -12.2% | -5.6% | -6.6% | -11.2% |
| 3M | -3.8% | -4.0% | +0.1% | -3.7% |
| 6M | +45.9% | -18.9% | +64.9% | +53.2% |
| YTD | +84.6% | -13.0% | +97.6% | +89.1% |
| 1Y | +193.4% | -30.4% | +223.8% | +222.5% |
| 3Y | +228.1% | +12.7% | +215.4% | +184.8% |
| 5Y | +268.9% | +89.6% | +179.3% | +144.0% |
| All | +268.9% | +93.0% | +175.9% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling