+12.7%
AZO vs ABCL
+105.4%
-92.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -0.5% | +1.4% | -1.9% | -0.5% |
| 30D | -5.6% | +65.1% | -70.7% | -6.3% |
| 3M | -4.0% | +111.1% | -115.1% | -5.2% |
| 6M | -18.9% | +231.6% | -250.5% | -21.2% |
| YTD | -13.0% | +234.5% | -247.5% | -15.4% |
| 1Y | -30.4% | +174.3% | -204.8% | -32.5% |
| 3Y | +12.7% | +111.5% | -98.8% | +9.9% |
| All | +12.7% | +105.4% | -92.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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