+94,202.1%
CSCO vs AZO
+42,832.5%
+51,369.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -10.1% | -5.6% | -4.5% | -8.5% |
| 3M | -11.7% | -4.0% | -7.8% | -11.1% |
| 6M | +40.1% | -18.9% | +59.0% | +48.6% |
| YTD | +43.8% | -13.0% | +56.8% | +48.3% |
| 1Y | +66.6% | -30.4% | +97.0% | +84.2% |
| 3Y | +108.5% | +12.7% | +95.8% | +93.1% |
| 5Y | +114.0% | +89.6% | +24.3% | +62.9% |
| 10Y | +366.8% | +304.7% | +62.2% | +163.5% |
| All | +94,202.1% | +42,832.5% | +51,369.6% | +8,494.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling