+1,082.3%
APH vs AZO
+296.8%
+785.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.6% |
| 7D | +1.4% | -3.6% | +4.9% | +2.4% |
| 30D | -1.2% | -5.6% | +4.3% | +0.2% |
| 3M | +10.3% | -6.6% | +16.9% | +11.7% |
| 6M | +25.2% | -22.5% | +47.7% | +33.4% |
| YTD | +24.6% | -15.2% | +39.8% | +28.8% |
| 1Y | +41.4% | -33.9% | +75.4% | +57.2% |
| 3Y | +297.8% | +11.8% | +286.0% | +264.2% |
| 5Y | +366.0% | +85.5% | +280.5% | +250.5% |
| All | +1,082.3% | +296.8% | +785.5% | +642.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling