+85.2%
AZO vs A
-14.3%
+99.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -0.6% |
| 7D | -3.6% | -2.6% | -1.0% | -3.1% |
| 30D | -5.6% | -0.9% | -4.7% | -5.5% |
| 3M | -6.6% | +13.6% | -20.3% | -9.0% |
| 6M | -22.5% | +27.8% | -50.3% | -26.3% |
| YTD | -15.2% | +8.6% | -23.8% | -17.1% |
| 1Y | -33.9% | +16.9% | -50.8% | -36.4% |
| 3Y | +11.8% | +32.9% | -21.1% | +2.4% |
| All | +85.2% | -14.3% | +99.5% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling