-62.0%
ALNY vs AZO
-7.5%
-54.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.8% |
| 7D | -30.7% | +5.3% | -36.0% | -32.1% |
| 30D | -26.7% | +18.4% | -45.2% | -31.7% |
| 3M | -26.4% | +9.8% | -36.3% | -29.3% |
| 6M | -45.9% | -4.5% | -41.4% | -46.1% |
| YTD | -59.5% | -1.9% | -57.5% | -60.1% |
| 1Y | -62.0% | -9.5% | -52.4% | -60.6% |
| All | -62.0% | -7.5% | -54.5% | -60.6% |
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 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