-25.0%
TEVA vs AZO
+296.8%
-321.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +2.0% | -3.6% | +5.6% | +3.0% |
| 30D | +1.0% | -5.6% | +6.5% | +2.4% |
| 3M | +7.3% | -6.6% | +14.0% | +8.9% |
| 6M | +21.7% | -22.5% | +44.2% | +29.4% |
| YTD | +18.8% | -15.2% | +34.0% | +22.9% |
| 1Y | +86.5% | -33.9% | +120.4% | +106.6% |
| 3Y | +269.4% | +11.8% | +257.6% | +242.1% |
| 5Y | +303.6% | +85.5% | +218.1% | +210.3% |
| All | -25.0% | +296.8% | -321.8% | -55.5% |
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 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