+4,103.7%
APD vs AZO
+42,832.5%
-38,728.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -1.9% | -5.6% | +3.7% | -0.4% |
| 3M | +8.2% | -4.0% | +12.2% | +9.1% |
| 6M | +10.7% | -18.9% | +29.7% | +16.5% |
| YTD | +22.9% | -13.0% | +35.9% | +26.4% |
| 1Y | +5.8% | -30.4% | +36.2% | +15.7% |
| 3Y | +7.8% | +12.7% | -4.9% | +1.6% |
| 5Y | +26.1% | +89.6% | -63.5% | +1.4% |
| 10Y | +163.7% | +304.7% | -141.0% | +66.2% |
| All | +4,103.7% | +42,832.5% | -38,728.8% | +767.6% |
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