+156.8%
AMAT vs AZO
+74.5%
+82.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.1% | +10.3% | +11.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -26.9% | +10.6% | -37.5% | -28.4% |
| 3M | -31.2% | +4.0% | -35.2% | -31.8% |
| 6M | -14.7% | -7.0% | -7.7% | -13.4% |
| YTD | +44.7% | -4.1% | +48.8% | +45.1% |
| 1Y | +62.0% | -12.6% | +74.5% | +66.9% |
| 3Y | +165.0% | +21.4% | +143.6% | +127.2% |
| All | +156.8% | +74.5% | +82.3% | +68.9% |
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