+22.6%
APD vs AZO
+85.8%
-63.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -3.3% | -3.6% | +0.3% | -2.4% |
| 30D | -4.2% | -5.6% | +1.4% | -2.9% |
| 3M | +5.4% | -6.6% | +12.1% | +6.9% |
| 6M | +6.3% | -22.5% | +28.8% | +12.6% |
| YTD | +20.3% | -15.2% | +35.5% | +23.8% |
| 1Y | +1.6% | -33.9% | +35.5% | +12.2% |
| 3Y | +4.0% | +11.8% | -7.8% | -2.8% |
| All | +22.6% | +85.8% | -63.1% | +0.9% |
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