+74.1%
AA vs AZO
+10.0%
+64.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.4% | -3.6% | +0.1% | -3.6% |
| 30D | -5.8% | -5.6% | -0.2% | -6.0% |
| 3M | -29.9% | -6.6% | -23.3% | -30.1% |
| 6M | -27.0% | -22.5% | -4.5% | -27.1% |
| YTD | -8.7% | -15.2% | +6.5% | -9.1% |
| 1Y | +50.6% | -33.9% | +84.6% | +53.0% |
| 3Y | +74.1% | +11.8% | +62.3% | +45.1% |
| All | +74.1% | +10.0% | +64.0% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling