+12.0%
AZO vs EXEL
+160.7%
-148.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -2.9% | -2.9% | 0.0% | -2.7% |
| 30D | -5.3% | +11.9% | -17.2% | -6.0% |
| 3M | -7.3% | +9.2% | -16.6% | -8.0% |
| 6M | -22.7% | +39.1% | -61.8% | -24.3% |
| YTD | -15.0% | +31.0% | -46.1% | -16.7% |
| 1Y | -32.2% | +52.3% | -84.6% | -34.1% |
| All | +12.0% | +160.7% | -148.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling