+329.1%
APP vs AZO
+86.9%
+242.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.9% |
| 7D | -4.4% | -0.8% | -3.6% | -4.2% |
| 30D | -10.0% | -5.1% | -4.9% | -9.0% |
| 3M | -41.4% | -7.2% | -34.2% | -40.6% |
| 6M | -41.0% | -20.7% | -20.3% | -38.1% |
| YTD | -54.7% | -14.2% | -40.6% | -53.9% |
| 1Y | -45.3% | -32.2% | -13.2% | -40.3% |
| 3Y | +624.3% | +11.1% | +613.1% | +503.1% |
| 5Y | +329.1% | +87.6% | +241.5% | +140.2% |
| All | +329.1% | +86.9% | +242.2% | +140.2% |
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 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