-56.7%
AMC vs AZO
+19.8%
-76.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.8% | -2.6% | -0.2% | -2.5% |
| 30D | +14.0% | +11.7% | +2.3% | +12.3% |
| 3M | +42.5% | +6.4% | +36.1% | +41.0% |
| 6M | +142.6% | -5.5% | +148.1% | +142.9% |
| YTD | +119.2% | -4.5% | +123.8% | +120.5% |
| 1Y | +40.7% | -13.8% | +54.5% | +39.9% |
| All | -56.7% | +19.8% | -76.5% | -56.2% |
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