+93.9%
ILMN vs AZO
-7.5%
+101.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.8% | -4.3% |
| 7D | -21.6% | +5.3% | -26.9% | -20.9% |
| 30D | -22.9% | +18.4% | -41.3% | -21.6% |
| 3M | +11.6% | +9.8% | +1.8% | +13.0% |
| 6M | +62.5% | -4.5% | +67.0% | +66.2% |
| YTD | +72.7% | -1.9% | +74.7% | +80.7% |
| 1Y | +93.9% | -9.5% | +103.4% | +98.1% |
| All | +93.9% | -7.5% | +101.3% | +98.1% |
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