+85.2%
AZO vs EXEL
+180.6%
-95.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | -3.6% | -4.9% | +1.3% | -3.1% |
| 30D | -5.6% | +11.4% | -16.9% | -6.6% |
| 3M | -6.6% | +4.9% | -11.5% | -7.2% |
| 6M | -22.5% | +34.4% | -56.9% | -25.0% |
| YTD | -15.2% | +28.0% | -43.2% | -17.6% |
| 1Y | -33.9% | +43.6% | -77.6% | -36.7% |
| 3Y | +11.8% | +155.2% | -143.4% | -2.5% |
| All | +85.2% | +180.6% | -95.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling