+48.8%
AAOI vs AZO
-10.2%
+59.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.9% | -0.5% | -20.4% | -21.0% |
| 7D | -40.8% | +5.5% | -46.3% | -39.8% |
| 30D | -64.0% | +14.2% | -78.1% | -62.9% |
| 3M | -63.5% | +7.9% | -71.4% | -62.5% |
| 6M | -74.0% | -6.6% | -67.5% | -71.6% |
| YTD | +34.5% | -2.4% | +36.9% | +64.6% |
| 1Y | +48.8% | -9.6% | +58.4% | +64.1% |
| All | +48.8% | -10.2% | +59.0% | +64.1% |
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 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