+127,890.8%
AMAT vs AZO
+43,293.3%
+84,597.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -14.8% | -2.7% | -12.1% | -14.0% |
| 3M | -9.3% | -3.2% | -6.1% | -9.4% |
| 6M | +27.4% | -19.7% | +47.1% | +35.7% |
| YTD | +77.6% | -12.0% | +89.6% | +82.3% |
| 1Y | +188.9% | -29.5% | +218.5% | +220.0% |
| 3Y | +202.3% | +17.3% | +184.9% | +170.4% |
| 5Y | +248.9% | +94.1% | +154.8% | +155.3% |
| 10Y | +1,585.2% | +303.3% | +1,281.9% | +817.1% |
| All | +127,890.8% | +43,293.3% | +84,597.5% | +13,765.1% |
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