+167.6%
SYK vs AZO
+297.5%
-129.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.6% |
| 7D | -12.3% | -2.9% | -9.4% | -11.4% |
| 30D | -22.4% | -5.3% | -17.1% | -21.0% |
| 3M | -12.3% | -7.3% | -5.0% | -10.3% |
| 6M | -24.3% | -22.7% | -1.6% | -18.0% |
| YTD | -22.8% | -15.0% | -7.7% | -19.3% |
| 1Y | -28.8% | -32.2% | +3.5% | -19.8% |
| 3Y | -4.0% | +10.0% | -14.0% | -10.4% |
| 5Y | +3.8% | +85.8% | -82.0% | -21.9% |
| All | +167.6% | +297.5% | -129.9% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling