+361.5%
ALL vs AZO
+296.8%
+64.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -2.3% | -3.6% | +1.3% | -1.1% |
| 30D | -0.4% | -5.6% | +5.1% | +1.3% |
| 3M | +16.0% | -6.6% | +22.7% | +18.3% |
| 6M | +24.6% | -22.5% | +47.1% | +34.1% |
| YTD | +23.7% | -15.2% | +38.8% | +28.7% |
| 1Y | +27.7% | -33.9% | +61.7% | +43.7% |
| 3Y | +150.2% | +11.8% | +138.4% | +134.8% |
| 5Y | +117.1% | +85.5% | +31.6% | +69.1% |
| All | +361.5% | +296.8% | +64.7% | +200.1% |
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