+4,678.0%
AZN vs AZO
+13,517.8%
-8,839.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.6% | -3.6% | +2.0% | -0.9% |
| 30D | +1.1% | -5.6% | +6.6% | +2.1% |
| 3M | -12.1% | -6.6% | -5.5% | -11.1% |
| 6M | -17.1% | -22.5% | +5.4% | -13.5% |
| YTD | -12.0% | -15.2% | +3.2% | -9.7% |
| 1Y | -0.2% | -33.9% | +33.7% | +7.0% |
| 3Y | +26.8% | +11.8% | +15.0% | +22.7% |
| 5Y | +56.9% | +85.5% | -28.6% | +37.2% |
| 10Y | +226.7% | +298.2% | -71.5% | +143.6% |
| All | +4,678.0% | +13,517.8% | -8,839.7% | +1,992.0% |
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