+559.3%
ROKU vs AZO
+393.4%
+165.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.4% | -3.6% | +3.1% | +0.6% |
| 30D | +2.1% | -5.6% | +7.6% | +3.7% |
| 3M | +29.5% | -6.6% | +36.1% | +31.7% |
| 6M | +53.8% | -22.5% | +76.3% | +64.6% |
| YTD | +42.8% | -15.2% | +58.0% | +48.3% |
| 1Y | +60.7% | -33.9% | +94.7% | +79.7% |
| 3Y | +83.9% | +11.8% | +72.1% | +68.1% |
| 5Y | -52.8% | +85.5% | -138.3% | -64.6% |
| All | +559.3% | +393.4% | +165.9% | +256.2% |
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