+1,475.9%
XLK vs AZO
+8,889.8%
-7,414.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.2% | -3.6% | +3.8% | +1.4% |
| 30D | -0.6% | -5.6% | +4.9% | +1.1% |
| 3M | +2.6% | -6.6% | +9.2% | +4.1% |
| 6M | +34.0% | -22.5% | +56.5% | +43.6% |
| YTD | +30.7% | -15.2% | +45.8% | +35.5% |
| 1Y | +39.2% | -33.9% | +73.1% | +56.1% |
| 3Y | +120.4% | +11.8% | +108.6% | +103.3% |
| 5Y | +148.8% | +85.5% | +63.3% | +90.4% |
| 10Y | +803.3% | +298.2% | +505.1% | +414.7% |
| All | +1,475.9% | +8,889.8% | -7,414.0% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling