+2,131.8%
AZO vs ACM
+230.8%
+1,901.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +0.7% | -3.7% | +4.5% | +1.6% |
| 30D | -2.7% | -11.1% | +8.4% | -0.3% |
| 3M | -3.2% | -8.0% | +4.8% | -1.8% |
| 6M | -19.7% | -29.7% | +9.9% | -13.5% |
| YTD | -12.0% | -29.4% | +17.3% | -5.9% |
| 1Y | -29.5% | -46.4% | +16.9% | -19.7% |
| 3Y | +17.3% | -22.3% | +39.7% | +20.7% |
| 5Y | +94.1% | +4.5% | +89.6% | +83.9% |
| 10Y | +303.3% | +127.6% | +175.6% | +202.9% |
| All | +2,131.8% | +230.8% | +1,901.0% | +1,162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling