+83.9%
ROKU vs AZO
+10.0%
+73.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.4% | -3.6% | +3.1% | -0.1% |
| 30D | +2.1% | -5.6% | +7.6% | +2.5% |
| 3M | +29.5% | -6.6% | +36.1% | +30.1% |
| 6M | +53.8% | -22.5% | +76.3% | +56.3% |
| YTD | +42.8% | -15.2% | +58.0% | +44.7% |
| 1Y | +60.7% | -33.9% | +94.7% | +66.0% |
| 3Y | +83.9% | +11.8% | +72.1% | +65.4% |
| All | +83.9% | +10.0% | +73.8% | +65.4% |
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 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