+3.2%
AA vs AZO
+85.8%
-82.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.4% | -3.6% | +0.1% | -3.1% |
| 30D | -5.8% | -5.6% | -0.2% | -5.2% |
| 3M | -29.9% | -6.6% | -23.3% | -29.6% |
| 6M | -27.0% | -22.5% | -4.5% | -24.7% |
| YTD | -8.7% | -15.2% | +6.5% | -7.6% |
| 1Y | +50.6% | -33.9% | +84.6% | +60.3% |
| 3Y | +74.1% | +11.8% | +62.3% | +56.2% |
| All | +3.2% | +85.8% | -82.6% | -19.6% |
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