-42.8%
INTU vs AZO
+85.0%
-127.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -9.2% | -2.9% | -6.2% | -8.3% |
| 30D | -7.0% | -5.3% | -1.7% | -5.4% |
| 3M | +10.5% | -7.3% | +17.9% | +13.2% |
| 6M | -30.6% | -22.7% | -7.9% | -25.3% |
| YTD | -52.3% | -15.0% | -37.3% | -50.5% |
| 1Y | -51.8% | -32.2% | -19.6% | -46.0% |
| 3Y | -41.8% | +10.0% | -51.8% | -47.2% |
| 5Y | -42.8% | +85.8% | -128.7% | -62.0% |
| All | -42.8% | +85.0% | -127.8% | -62.0% |
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