+3,626.1%
ALL vs AZO
+12,103.0%
-8,476.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -4.7% | -5.6% | +0.9% | -3.0% |
| 3M | +18.4% | -4.0% | +22.4% | +19.6% |
| 6M | +20.5% | -18.9% | +39.4% | +27.7% |
| YTD | +23.5% | -13.0% | +36.5% | +27.6% |
| 1Y | +29.0% | -30.4% | +59.4% | +42.2% |
| 3Y | +153.7% | +12.7% | +141.0% | +139.2% |
| 5Y | +114.8% | +89.6% | +25.1% | +70.5% |
| 10Y | +356.1% | +304.7% | +51.5% | +179.4% |
| All | +3,626.1% | +12,103.0% | -8,476.9% | +812.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling