+1,045.4%
ILMN vs AZO
+12,765.9%
-11,720.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +9.2% | -2.7% | +11.9% | +10.0% |
| 3M | +29.8% | -3.2% | +33.0% | +30.3% |
| 6M | +69.2% | -19.7% | +88.9% | +80.0% |
| YTD | +66.4% | -12.0% | +78.4% | +71.0% |
| 1Y | +123.4% | -29.5% | +152.9% | +146.4% |
| 3Y | +33.2% | +17.3% | +15.8% | +20.8% |
| 5Y | -52.0% | +94.1% | -146.0% | -64.3% |
| 10Y | +33.6% | +303.3% | -269.7% | -27.6% |
| All | +1,045.4% | +12,765.9% | -11,720.6% | +117.8% |
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