+278.7%
AMD vs AZO
+72.3%
+206.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.2% |
| 7D | +13.1% | -2.6% | +15.8% | +13.5% |
| 30D | -7.0% | +11.7% | -18.6% | -8.9% |
| 3M | +16.6% | +6.4% | +10.2% | +15.0% |
| 6M | +20.5% | -5.5% | +26.1% | +21.7% |
| YTD | +158.2% | -4.5% | +162.7% | +158.5% |
| 1Y | +132.8% | -13.8% | +146.6% | +140.6% |
| 3Y | +366.2% | +19.8% | +346.4% | +288.8% |
| 5Y | +278.7% | +71.6% | +207.1% | +134.6% |
| All | +278.7% | +72.3% | +206.3% | +134.6% |
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