+86.1%
ARM vs AZO
-28.9%
+115.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.9% |
| 7D | +5.5% | +0.7% | +4.7% | +5.5% |
| 30D | -8.2% | -2.7% | -5.5% | -8.3% |
| 3M | -35.9% | -3.2% | -32.7% | -35.8% |
| 6M | +103.1% | -19.7% | +122.9% | +101.6% |
| YTD | +130.6% | -12.0% | +142.7% | +138.8% |
| 1Y | +86.1% | -29.5% | +115.6% | +78.6% |
| All | +86.1% | -28.9% | +115.0% | +78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling