+116.3%
IBM vs AZO
+85.0%
+31.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | -1.8% | -5.3% | +3.5% | -0.8% |
| 3M | -13.5% | -7.3% | -6.1% | -12.2% |
| 6M | -5.1% | -22.7% | +17.6% | -0.5% |
| YTD | -19.4% | -15.0% | -4.3% | -17.6% |
| 1Y | -6.5% | -32.2% | +25.7% | +0.4% |
| 3Y | +73.8% | +10.0% | +63.8% | +65.5% |
| 5Y | +116.3% | +85.8% | +30.5% | +96.5% |
| All | +116.3% | +85.0% | +31.4% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling