+3,388.2%
AZO vs AGI
+5,307.1%
-1,918.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -6.6% | +4.3% | -10.9% | -6.8% |
| 6M | -22.5% | -27.1% | +4.6% | -22.0% |
| YTD | -15.2% | -6.6% | -8.6% | -15.3% |
| 1Y | -33.9% | +9.5% | -43.5% | -34.4% |
| 3Y | +11.8% | +208.4% | -196.6% | +7.6% |
| 5Y | +85.5% | +401.6% | -316.1% | +75.5% |
| 10Y | +298.2% | +387.3% | -89.1% | +271.7% |
| All | +3,388.2% | +5,307.1% | -1,918.9% | +3,066.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling