+85.8%
AZO vs ACM
-0.5%
+86.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -2.9% | -5.9% | +3.0% | -1.7% |
| 30D | -5.3% | -6.2% | +0.9% | -4.3% |
| 3M | -7.3% | -7.9% | +0.5% | -6.2% |
| 6M | -22.7% | -30.6% | +7.9% | -16.8% |
| YTD | -15.0% | -33.3% | +18.2% | -8.6% |
| 1Y | -32.2% | -49.2% | +16.9% | -22.1% |
| 3Y | +10.0% | -23.5% | +33.5% | +9.6% |
| 5Y | +85.8% | +0.9% | +84.9% | +71.2% |
| All | +85.8% | -0.5% | +86.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling