+12.0%
AZO vs A
+28.1%
-16.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | -2.9% | -4.6% | +1.7% | -2.3% |
| 30D | -5.3% | -4.3% | -1.0% | -4.9% |
| 3M | -7.3% | +8.9% | -16.3% | -8.6% |
| 6M | -22.7% | +24.5% | -47.2% | -25.2% |
| YTD | -15.0% | +5.8% | -20.9% | -16.3% |
| 1Y | -32.2% | +16.2% | -48.5% | -34.0% |
| All | +12.0% | +28.1% | -16.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling