+143.8%
IBM vs AZO
+296.8%
-153.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.0% |
| 7D | +3.6% | -3.6% | +7.1% | +4.7% |
| 30D | +3.1% | -5.6% | +8.7% | +4.8% |
| 3M | -10.8% | -6.6% | -4.2% | -9.1% |
| 6M | -0.8% | -22.5% | +21.7% | +6.6% |
| YTD | -16.2% | -15.2% | -1.0% | -13.0% |
| 1Y | -2.9% | -33.9% | +31.1% | +8.8% |
| 3Y | +79.8% | +11.8% | +68.0% | +67.4% |
| 5Y | +124.9% | +85.5% | +39.4% | +70.5% |
| All | +143.8% | +296.8% | -153.0% | +45.0% |
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 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