+43.4%
XLK vs AZO
-28.9%
+72.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.8% |
| 7D | +0.9% | +0.7% | +0.1% | +0.9% |
| 30D | +0.7% | -2.7% | +3.4% | +0.5% |
| 3M | -2.9% | -3.2% | +0.3% | -3.0% |
| 6M | +34.3% | -19.7% | +54.0% | +33.2% |
| YTD | +30.4% | -12.0% | +42.4% | +31.6% |
| 1Y | +43.4% | -29.5% | +72.9% | +38.4% |
| All | +43.4% | -28.9% | +72.2% | +38.4% |
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