-54.8%
ILMN vs AZO
+85.0%
-139.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -9.2% | -2.9% | -6.3% | -8.7% |
| 30D | +4.4% | -5.3% | +9.7% | +5.4% |
| 3M | +23.9% | -7.3% | +31.2% | +25.2% |
| 6M | +64.5% | -22.7% | +87.2% | +72.7% |
| YTD | +53.5% | -15.0% | +68.5% | +57.3% |
| 1Y | +110.8% | -32.2% | +143.0% | +128.2% |
| 3Y | +30.7% | +10.0% | +20.6% | +19.9% |
| 5Y | -54.8% | +85.8% | -140.7% | -67.3% |
| All | -54.8% | +85.0% | -139.8% | -67.3% |
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