+715.9%
AZO vs INDA
+107.4%
+608.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | -2.9% | -3.6% | +0.7% | -1.8% |
| 30D | -5.3% | -4.0% | -1.3% | -4.1% |
| 3M | -7.3% | +1.7% | -9.1% | -7.9% |
| 6M | -22.7% | -3.6% | -19.0% | -21.9% |
| YTD | -15.0% | -11.0% | -4.0% | -12.1% |
| 1Y | -32.2% | -9.5% | -22.7% | -30.3% |
| 3Y | +10.0% | +7.6% | +2.4% | +6.4% |
| 5Y | +85.8% | +4.8% | +81.1% | +80.5% |
| 10Y | +298.9% | +82.3% | +216.6% | +218.8% |
| All | +715.9% | +107.4% | +608.5% | +522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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