+379.9%
CSCO vs AZO
+296.8%
+83.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +2.7% | -3.6% | +6.3% | +3.7% |
| 30D | -9.5% | -5.6% | -3.9% | -8.1% |
| 3M | -7.6% | -6.6% | -1.0% | -6.2% |
| 6M | +44.9% | -22.5% | +67.4% | +54.5% |
| YTD | +47.7% | -15.2% | +62.9% | +52.7% |
| 1Y | +69.1% | -33.9% | +103.0% | +88.0% |
| 3Y | +113.5% | +11.8% | +101.7% | +97.6% |
| 5Y | +122.8% | +85.5% | +37.2% | +70.0% |
| All | +379.9% | +296.8% | +83.1% | +189.7% |
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