-99.0%
AMC vs AZO
+296.8%
-395.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -7.2% | -3.6% | -3.6% | -6.8% |
| 30D | -2.8% | -5.6% | +2.8% | -2.2% |
| 3M | +7.9% | -6.6% | +14.5% | +8.6% |
| 6M | +119.6% | -22.5% | +142.2% | +125.2% |
| YTD | +57.7% | -15.2% | +72.9% | +60.4% |
| 1Y | -12.1% | -33.9% | +21.8% | -9.1% |
| 3Y | -66.5% | +11.8% | -78.3% | -67.1% |
| 5Y | -99.5% | +85.5% | -185.0% | -99.5% |
| All | -99.0% | +296.8% | -395.8% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling