-41.3%
ALNY vs AZO
-28.9%
-12.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +12.2% | +0.7% | +11.5% | +11.9% |
| 30D | +16.3% | -2.7% | +19.0% | +17.4% |
| 3M | -12.4% | -3.2% | -9.2% | -10.9% |
| 6M | -18.7% | -19.7% | +1.0% | -14.9% |
| YTD | -33.1% | -12.0% | -21.0% | -31.0% |
| 1Y | -41.3% | -29.5% | -11.8% | -36.7% |
| All | -41.3% | -28.9% | -12.4% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling