+409.0%
AG vs AZO
+2,436.8%
-2,027.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | -6.7% | -3.6% | -3.2% | -5.9% |
| 30D | +2.2% | -5.6% | +7.7% | +3.5% |
| 3M | +15.7% | -6.6% | +22.3% | +17.1% |
| 6M | -23.8% | -22.5% | -1.3% | -19.2% |
| YTD | +17.6% | -15.2% | +32.8% | +22.0% |
| 1Y | +88.6% | -33.9% | +122.6% | +107.8% |
| 3Y | +253.4% | +11.8% | +241.6% | +233.7% |
| 5Y | +62.4% | +85.5% | -23.1% | +31.9% |
| 10Y | +61.2% | +298.2% | -237.0% | 0.0% |
| All | +409.0% | +2,436.8% | -2,027.9% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling