+37.1%
ILMN vs AZO
+10.0%
+27.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -5.4% | -3.6% | -1.8% | -5.1% |
| 30D | +7.0% | -5.6% | +12.6% | +7.4% |
| 3M | +24.2% | -6.6% | +30.9% | +24.6% |
| 6M | +69.9% | -22.5% | +92.4% | +74.4% |
| YTD | +57.4% | -15.2% | +72.6% | +59.8% |
| 1Y | +107.9% | -33.9% | +141.8% | +120.1% |
| 3Y | +37.1% | +11.8% | +25.3% | +21.5% |
| All | +37.1% | +10.0% | +27.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling