+1,933.0%
IBM vs AZO
+42,832.5%
-40,899.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | -1.5% | -5.6% | +4.1% | -0.2% |
| 3M | -16.8% | -4.0% | -12.8% | -16.0% |
| 6M | -9.0% | -18.9% | +9.9% | -4.8% |
| YTD | -20.1% | -13.0% | -7.1% | -18.1% |
| 1Y | -7.0% | -30.4% | +23.4% | +0.1% |
| 3Y | +72.4% | +12.7% | +59.7% | +64.6% |
| 5Y | +112.0% | +89.6% | +22.3% | +76.9% |
| 10Y | +131.6% | +304.7% | -173.1% | +59.7% |
| All | +1,933.0% | +42,832.5% | -40,899.5% | +583.5% |
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 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