+5.0%
SYK vs AZO
+86.1%
-81.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | -12.3% | -2.9% | -9.4% | -11.6% |
| 30D | -22.4% | -5.3% | -17.1% | -21.3% |
| 3M | -12.3% | -7.3% | -5.0% | -10.7% |
| 6M | -24.3% | -22.7% | -1.6% | -19.3% |
| YTD | -22.8% | -15.0% | -7.7% | -20.0% |
| 1Y | -28.8% | -32.2% | +3.5% | -21.6% |
| 3Y | -4.0% | +10.0% | -14.0% | -9.7% |
| All | +5.0% | +86.1% | -81.1% | -21.5% |
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