+48.5%
AMZN vs AZO
+85.8%
-37.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -0.7% | -3.6% | +2.9% | 0.0% |
| 30D | -3.9% | -5.6% | +1.6% | -2.9% |
| 3M | +6.3% | -6.6% | +13.0% | +7.5% |
| 6M | +20.8% | -22.5% | +43.3% | +26.5% |
| YTD | +11.2% | -15.2% | +26.4% | +14.0% |
| 1Y | +11.7% | -33.9% | +45.6% | +21.1% |
| 3Y | +79.4% | +11.8% | +67.6% | +63.3% |
| All | +48.5% | +85.8% | -37.2% | +6.4% |
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