+103.4%
AMGN vs AZO
+85.8%
+17.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -13.7% | -3.6% | -10.1% | -12.9% |
| 30D | -8.8% | -5.6% | -3.2% | -7.5% |
| 3M | +7.2% | -6.6% | +13.8% | +8.8% |
| 6M | +1.3% | -22.5% | +23.8% | +7.2% |
| YTD | +17.6% | -15.2% | +32.8% | +21.9% |
| 1Y | +37.2% | -33.9% | +71.1% | +50.0% |
| 3Y | +57.7% | +11.8% | +45.9% | +51.7% |
| All | +103.4% | +85.8% | +17.7% | +73.9% |
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