+358.7%
ALAB vs AZO
-8.8%
+367.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.6% |
| 7D | +0.6% | -2.9% | +3.5% | -0.3% |
| 30D | -8.8% | -5.3% | -3.5% | -10.2% |
| 3M | -14.0% | -7.3% | -6.7% | -14.8% |
| 6M | +144.3% | -22.7% | +166.9% | +138.8% |
| YTD | +71.0% | -15.0% | +86.1% | +69.5% |
| 1Y | +23.5% | -32.2% | +55.8% | +18.9% |
| All | +358.7% | -8.8% | +367.5% | +312.0% |
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