+115.4%
ALL vs AZO
+85.0%
+30.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -4.3% | -2.9% | -1.4% | -3.5% |
| 30D | -3.6% | -5.3% | +1.7% | -2.2% |
| 3M | +13.2% | -7.3% | +20.6% | +15.3% |
| 6M | +22.5% | -22.7% | +45.2% | +30.5% |
| YTD | +22.7% | -15.0% | +37.8% | +26.8% |
| 1Y | +28.3% | -32.2% | +60.6% | +41.2% |
| 3Y | +152.0% | +10.0% | +142.0% | +139.3% |
| 5Y | +115.4% | +85.8% | +29.6% | +75.2% |
| All | +115.4% | +85.0% | +30.5% | +75.2% |
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