-46.3%
ALB vs AZO
+85.0%
-131.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -7.6% | -2.9% | -4.7% | -7.0% |
| 30D | -5.6% | -5.3% | -0.3% | -4.5% |
| 3M | -16.8% | -7.3% | -9.5% | -15.7% |
| 6M | -26.3% | -22.7% | -3.6% | -21.8% |
| YTD | -13.2% | -15.0% | +1.8% | -10.3% |
| 1Y | +68.8% | -32.2% | +101.0% | +85.6% |
| 3Y | -30.7% | +10.0% | -40.7% | -37.4% |
| 5Y | -46.3% | +85.8% | -132.1% | -64.6% |
| All | -46.3% | +85.0% | -131.2% | -64.6% |
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