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  • AZO vs CAPR✓SelectedUSD · CAPRAZO vs CAPR performance historyLatest closeAs of-1.06%09/08
Stock and ETF performance explorer

AZO vs CAPR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,213.9%
CAPR return
-99.1%
Excess return
+2,313.0%
Maximum drawdown
-42.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCAPRExcessAlpha
1D-1.1%-3.6%+2.6%-1.1%
7D-0.5%-9.5%+9.0%-0.5%
30D-5.6%+121.5%-127.1%-5.9%
3M-4.0%-65.4%+61.4%-3.9%
6M-18.9%-67.5%+48.6%-18.9%
YTD-13.0%-68.6%+55.6%-12.9%
1Y-30.4%+42.7%-73.1%-31.1%
3Y+12.7%+43.4%-30.7%+10.8%
5Y+89.6%+86.0%+3.6%+85.9%
10Y+304.7%-77.4%+382.1%+290.3%
All+2,213.9%-99.1%+2,313.0%+2,131.2%

Cumulative growth

Daily Returns

Daily percentage return beside CAPR.

Daily Out/Under-Performance

Portfolio return minus CAPR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CAPR 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 CAPR 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