+11.8%
AZO vs AGI
+206.1%
-194.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | -2.7% | -0.8% | -3.5% |
| 30D | -5.6% | +7.2% | -12.8% | -5.9% |
| 3M | -6.6% | +4.3% | -10.9% | -6.8% |
| 6M | -22.5% | -27.1% | +4.6% | -21.2% |
| YTD | -15.2% | -6.6% | -8.6% | -14.9% |
| 1Y | -33.9% | +9.5% | -43.5% | -34.4% |
| 3Y | +11.8% | +208.4% | -196.6% | +6.3% |
| All | +11.8% | +206.1% | -194.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling