+104,758.9%
AMAT vs AZO
+46,699.1%
+58,059.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.9% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | -26.5% | +9.4% | -36.0% | -29.3% |
| 3M | -28.6% | +4.9% | -33.4% | -30.5% |
| 6M | -14.2% | -8.0% | -6.3% | -13.8% |
| YTD | +45.5% | -5.1% | +50.6% | +44.1% |
| 1Y | +59.3% | -13.7% | +73.0% | +63.0% |
| 3Y | +153.1% | +19.1% | +134.0% | +123.7% |
| 5Y | +158.2% | +71.0% | +87.1% | +97.0% |
| 10Y | +1,370.8% | +331.1% | +1,039.7% | +675.3% |
| All | +104,758.9% | +46,699.1% | +58,059.8% | +10,859.0% |
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 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