+1,500.5%
CIEN vs AZO
+296.8%
+1,203.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.6% | +4.5% |
| 7D | +8.9% | -3.6% | +12.5% | +9.9% |
| 30D | -19.1% | -5.6% | -13.5% | -18.0% |
| 3M | -21.5% | -6.6% | -14.8% | -20.8% |
| 6M | +2.8% | -22.5% | +25.3% | +8.9% |
| YTD | +49.5% | -15.2% | +64.6% | +54.0% |
| 1Y | +163.8% | -33.9% | +197.7% | +191.4% |
| 3Y | +615.8% | +11.8% | +604.0% | +554.5% |
| 5Y | +548.4% | +85.5% | +462.8% | +389.7% |
| All | +1,500.5% | +296.8% | +1,203.6% | +888.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling