+60.4%
AMGN vs AZO
-28.9%
+89.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | +7.8% | -2.7% | +10.5% | +8.6% |
| 3M | +27.3% | -3.2% | +30.5% | +28.1% |
| 6M | +16.8% | -19.7% | +36.6% | +24.1% |
| YTD | +36.3% | -12.0% | +48.4% | +41.9% |
| 1Y | +60.4% | -29.5% | +90.0% | +71.5% |
| All | +60.4% | -28.9% | +89.3% | +71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling