+782.4%
AZO vs XYL
+454.2%
+328.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.9% | -1.2% | -1.7% | -2.6% |
| 30D | -5.3% | -13.2% | +7.9% | -1.3% |
| 3M | -7.3% | -0.2% | -7.2% | -7.5% |
| 6M | -22.7% | -12.5% | -10.2% | -19.8% |
| YTD | -15.0% | -20.9% | +5.8% | -9.6% |
| 1Y | -32.2% | -21.6% | -10.7% | -27.8% |
| 3Y | +10.0% | +16.1% | -6.1% | +1.6% |
| 5Y | +85.8% | -15.6% | +101.4% | +86.2% |
| 10Y | +298.9% | +147.7% | +151.2% | +189.3% |
| All | +782.4% | +454.2% | +328.1% | +448.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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