+4.8%
APD vs AZO
+10.2%
-5.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | -5.1% | -5.3% | +0.2% | -4.2% |
| 3M | +6.9% | -7.3% | +14.2% | +8.0% |
| 6M | +8.1% | -22.7% | +30.7% | +12.7% |
| YTD | +21.2% | -15.0% | +36.3% | +23.5% |
| 1Y | +4.9% | -32.2% | +37.1% | +12.2% |
| All | +4.8% | +10.2% | -5.4% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling