+288.6%
AZO vs ACM
+134.0%
+154.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -3.6% | -4.6% | +1.0% | -2.4% |
| 30D | -5.6% | +4.1% | -9.6% | -6.7% |
| 3M | -6.6% | -8.3% | +1.7% | -5.1% |
| 6M | -22.5% | -30.1% | +7.5% | -15.7% |
| YTD | -15.2% | -32.6% | +17.4% | -7.5% |
| 1Y | -33.9% | -49.6% | +15.6% | -22.4% |
| 3Y | +11.8% | -23.0% | +34.9% | +14.6% |
| 5Y | +85.5% | +2.0% | +83.6% | +73.0% |
| All | +288.6% | +134.0% | +154.5% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling