-97.5%
AMC vs AZO
+596.7%
-694.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -2.8% | -2.6% | -0.2% | -2.4% |
| 30D | +14.0% | +11.7% | +2.3% | +12.1% |
| 3M | +42.5% | +6.4% | +36.1% | +41.1% |
| 6M | +142.6% | -5.5% | +148.1% | +143.7% |
| YTD | +119.2% | -4.5% | +123.8% | +120.3% |
| 1Y | +40.7% | -13.8% | +54.5% | +43.1% |
| 3Y | -57.3% | +19.8% | -77.1% | -58.9% |
| 5Y | -99.1% | +71.6% | -170.7% | -99.2% |
| 10Y | -98.7% | +331.5% | -430.2% | -99.1% |
| All | -97.5% | +596.7% | -694.1% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling