-32.2%
AZO vs ADVB
+2.9%
-35.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -0.9% |
| 7D | -2.9% | -5.9% | +2.9% | -3.0% |
| 30D | -5.3% | +13.9% | -19.2% | -5.0% |
| 3M | -7.3% | +127.3% | -134.7% | -5.9% |
| 6M | -22.7% | +77.0% | -99.7% | -21.1% |
| YTD | -15.0% | +51.5% | -66.6% | -13.1% |
| 1Y | -32.2% | -11.3% | -20.9% | -30.8% |
| All | -32.2% | +2.9% | -35.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling