-19.5%
AZO vs ADVB
-89.4%
+69.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +4.0% | -1.5% |
| 7D | -0.8% | -13.0% | +12.2% | -1.0% |
| 30D | -5.1% | +7.5% | -12.6% | -5.0% |
| 3M | -7.2% | +129.1% | -136.3% | -6.3% |
| 6M | -20.7% | +71.7% | -92.5% | -19.7% |
| YTD | -14.2% | +45.5% | -59.7% | -12.9% |
| 1Y | -32.2% | -2.7% | -29.4% | -31.1% |
| All | -19.5% | -89.4% | +69.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling