-40.4%
ACN vs AZO
+10.0%
-50.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.4% |
| 7D | -1.5% | -3.6% | +2.1% | -0.6% |
| 30D | +2.1% | -5.6% | +7.6% | +3.5% |
| 3M | +11.1% | -6.6% | +17.7% | +12.8% |
| 6M | -6.8% | -22.5% | +15.7% | -2.2% |
| YTD | -30.0% | -15.2% | -14.9% | -28.0% |
| 1Y | -23.1% | -33.9% | +10.8% | -16.4% |
| 3Y | -40.4% | +11.8% | -52.2% | -43.2% |
| All | -40.4% | +10.0% | -50.4% | -43.2% |
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