-98.1%
AMC vs AZO
+541.9%
-640.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | -0.7% | -2.7% | +2.0% | -0.4% |
| 3M | +35.2% | -3.2% | +38.4% | +35.6% |
| 6M | +124.6% | -19.7% | +144.3% | +131.3% |
| YTD | +69.9% | -12.0% | +81.9% | +72.9% |
| 1Y | -2.6% | -29.5% | +26.9% | +1.7% |
| 3Y | -79.8% | +17.3% | -97.1% | -80.5% |
| 5Y | -99.4% | +94.1% | -193.5% | -99.4% |
| 10Y | -98.9% | +303.3% | -402.2% | -99.2% |
| All | -98.1% | +541.9% | -640.0% | -98.8% |
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