-66.5%
AMC vs AZO
+11.4%
-77.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.8% |
| 7D | -6.8% | -0.8% | -6.0% | -6.7% |
| 30D | +1.7% | -5.1% | +6.8% | +2.2% |
| 3M | +26.8% | -7.2% | +34.0% | +28.0% |
| 6M | +117.7% | -20.7% | +138.4% | +121.8% |
| YTD | +57.7% | -14.2% | +71.9% | +61.0% |
| 1Y | -12.5% | -32.2% | +19.7% | -13.0% |
| All | -66.5% | +11.4% | -77.8% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling