+319.1%
DELL vs AZO
-28.9%
+347.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.6% |
| 7D | +14.9% | +0.7% | +14.2% | +15.0% |
| 30D | +13.3% | -2.7% | +16.0% | +13.0% |
| 3M | +24.4% | -3.2% | +27.6% | +24.1% |
| 6M | +258.0% | -19.7% | +277.7% | +264.4% |
| YTD | +320.2% | -12.0% | +332.2% | +338.6% |
| 1Y | +319.1% | -29.5% | +348.6% | +308.4% |
| All | +319.1% | -28.9% | +347.9% | +308.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling