+327.4%
TEVA vs AZO
+89.7%
+237.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.8% |
| 7D | +6.5% | -0.6% | +7.1% | +6.6% |
| 30D | +5.3% | -2.0% | +7.3% | +5.6% |
| 3M | +11.8% | -4.8% | +16.6% | +12.5% |
| 6M | +35.5% | -16.8% | +52.3% | +39.6% |
| YTD | +24.1% | -12.6% | +36.6% | +26.4% |
| 1Y | +94.3% | -31.4% | +125.7% | +108.0% |
| 3Y | +266.7% | +15.1% | +251.6% | +237.0% |
| 5Y | +327.4% | +89.6% | +237.7% | +216.3% |
| All | +327.4% | +89.7% | +237.7% | +216.3% |
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