+2,108.1%
AZO vs ACM
+228.1%
+1,880.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -5.6% | -12.9% | +7.3% | -2.9% |
| 3M | -4.0% | -6.4% | +2.4% | -3.0% |
| 6M | -18.9% | -29.2% | +10.3% | -12.8% |
| YTD | -13.0% | -29.9% | +17.0% | -6.7% |
| 1Y | -30.4% | -47.3% | +16.8% | -20.5% |
| 3Y | +12.7% | -19.6% | +32.3% | +14.9% |
| 5Y | +89.6% | +5.5% | +84.1% | +79.3% |
| 10Y | +304.7% | +129.7% | +175.0% | +203.3% |
| All | +2,108.1% | +228.1% | +1,880.0% | +1,151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling