+1,228.2%
AAOI vs AZO
+89.7%
+1,138.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.2% | -9.4% |
| 7D | -9.3% | -0.6% | -8.7% | -9.2% |
| 30D | -36.3% | -2.0% | -34.3% | -36.2% |
| 3M | -43.4% | -4.8% | -38.5% | -43.2% |
| 6M | -1.1% | -16.8% | +15.7% | +1.3% |
| YTD | +174.7% | -12.6% | +187.3% | +182.6% |
| 1Y | +253.7% | -31.4% | +285.1% | +277.2% |
| 3Y | +881.7% | +15.1% | +866.5% | +761.1% |
| 5Y | +1,228.2% | +89.6% | +1,138.5% | +880.9% |
| All | +1,228.2% | +89.7% | +1,138.5% | +880.9% |
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