+74.0%
ALB vs AZO
+296.8%
-222.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.3% | -3.4% |
| 7D | -6.6% | -3.6% | -3.1% | -5.5% |
| 30D | -8.1% | -5.6% | -2.6% | -6.6% |
| 3M | -25.7% | -6.6% | -19.0% | -24.5% |
| 6M | -29.5% | -22.5% | -6.9% | -24.2% |
| YTD | -16.2% | -15.2% | -1.0% | -12.8% |
| 1Y | +59.2% | -33.9% | +93.2% | +79.6% |
| 3Y | -33.7% | +11.8% | -45.5% | -39.6% |
| 5Y | -48.1% | +85.5% | -133.6% | -61.8% |
| All | +74.0% | +296.8% | -222.8% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling