+966.9%
AWK vs AZO
+2,356.5%
-1,389.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +4.3% | -5.1% | +9.4% | +5.8% |
| 3M | +12.5% | -7.2% | +19.8% | +14.7% |
| 6M | +3.3% | -20.7% | +24.0% | +9.6% |
| YTD | +9.8% | -14.2% | +23.9% | +13.4% |
| 1Y | +2.9% | -32.2% | +35.1% | +13.6% |
| 3Y | +9.6% | +11.1% | -1.5% | +3.7% |
| 5Y | -16.7% | +87.6% | -104.2% | -33.6% |
| 10Y | +136.1% | +302.9% | -166.8% | +46.5% |
| All | +966.9% | +2,356.5% | -1,389.7% | +241.0% |
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 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