-5.3%
SYK vs AZO
-10.2%
+4.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +7.5% | +5.5% | +2.0% | +5.9% |
| 30D | +20.4% | +14.2% | +6.3% | +16.3% |
| 3M | -0.3% | +7.9% | -8.2% | -2.4% |
| 6M | +14.2% | -6.6% | +20.7% | +14.1% |
| YTD | -3.8% | -2.4% | -1.4% | -4.4% |
| 1Y | -5.3% | -9.6% | +4.4% | -4.1% |
| All | -5.3% | -10.2% | +4.9% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling