+93.1%
ORCL vs AZO
+86.9%
+6.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | -0.3% |
| 7D | +10.9% | -0.8% | +11.7% | +11.1% |
| 30D | +7.0% | -5.1% | +12.1% | +8.0% |
| 3M | -21.2% | -7.2% | -14.0% | -20.4% |
| 6M | +7.4% | -20.7% | +28.1% | +11.8% |
| YTD | -16.3% | -14.2% | -2.1% | -14.6% |
| 1Y | -32.3% | -32.2% | -0.1% | -27.1% |
| 3Y | +32.6% | +11.1% | +21.4% | +18.7% |
| 5Y | +93.1% | +87.6% | +5.5% | +39.4% |
| All | +93.1% | +86.9% | +6.2% | +39.4% |
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