-2.5%
IBM vs AZO
-28.9%
+26.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +0.3% | -2.7% | +3.0% | +0.5% |
| 3M | -21.6% | -3.2% | -18.4% | -21.6% |
| 6M | -4.7% | -19.7% | +15.0% | -6.5% |
| YTD | -19.1% | -12.0% | -7.0% | -20.1% |
| 1Y | -2.5% | -29.5% | +27.0% | -8.0% |
| All | -2.5% | -28.9% | +26.4% | -8.0% |
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 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