-13.9%
ARM vs AZO
-5.2%
-8.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.5% |
| 7D | +9.1% | +1.3% | +7.8% | +9.8% |
| 30D | -19.9% | +12.0% | -31.9% | -15.5% |
| 3M | -31.6% | +7.2% | -38.8% | -28.0% |
| 6M | -13.9% | -3.2% | -10.7% | -5.0% |
| All | -13.9% | -5.2% | -8.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling