-35.7%
AUR vs AZO
+90.1%
-125.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +1.4% | -3.6% | +5.0% | +2.3% |
| 30D | -6.4% | -5.6% | -0.9% | -5.2% |
| 3M | +7.7% | -6.6% | +14.4% | +9.0% |
| 6M | +44.5% | -22.5% | +67.0% | +53.8% |
| YTD | +67.4% | -15.2% | +82.6% | +73.7% |
| 1Y | +15.4% | -33.9% | +49.4% | +28.1% |
| 3Y | +94.8% | +11.8% | +83.0% | +79.9% |
| 5Y | -35.1% | +85.5% | -120.6% | -45.5% |
| All | -35.7% | +90.1% | -125.8% | -45.9% |
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