+87.7%
ARM vs AZO
-31.1%
+118.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +0.9% |
| 7D | +12.5% | -0.8% | +13.3% | +12.4% |
| 30D | -1.4% | -5.1% | +3.8% | -1.6% |
| 3M | -18.7% | -7.2% | -11.4% | -18.4% |
| 6M | +124.6% | -20.7% | +145.4% | +123.0% |
| YTD | +141.7% | -14.2% | +155.9% | +150.0% |
| 1Y | +87.7% | -32.2% | +119.8% | +78.5% |
| All | +87.7% | -31.1% | +118.7% | +78.5% |
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 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