+33.9%
ALNY vs AZO
+85.8%
-51.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -6.5% | -3.6% | -3.0% | -5.5% |
| 30D | +11.0% | -5.6% | +16.6% | +13.0% |
| 3M | -14.1% | -6.6% | -7.4% | -12.0% |
| 6M | -22.4% | -22.5% | +0.1% | -16.8% |
| YTD | -37.5% | -15.2% | -22.3% | -34.7% |
| 1Y | -46.9% | -33.9% | -13.0% | -40.8% |
| 3Y | +22.1% | +11.8% | +10.3% | +17.9% |
| All | +33.9% | +85.8% | -51.9% | +25.3% |
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 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