+4,398.7%
APD vs AZO
+47,313.8%
-42,915.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.8% | +1.3% | +2.5% | +3.4% |
| 30D | +8.2% | +12.0% | -3.8% | +4.8% |
| 3M | +4.3% | +7.2% | -2.9% | +2.1% |
| 6M | +4.7% | -3.2% | +7.9% | +4.9% |
| YTD | +31.5% | -3.9% | +35.4% | +31.3% |
| 1Y | +23.5% | -14.7% | +38.2% | +27.5% |
| 3Y | +29.1% | +20.4% | +8.7% | +19.6% |
| 5Y | +15.9% | +72.8% | -56.9% | -4.4% |
| 10Y | +191.9% | +334.4% | -142.5% | +80.2% |
| All | +4,398.7% | +47,313.8% | -42,915.1% | +801.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling