-33.9%
AZO vs ALC
-14.7%
-19.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -6.3% | +2.8% | -2.4% |
| 30D | -5.6% | -10.3% | +4.7% | -3.6% |
| 3M | -6.6% | -0.7% | -5.9% | -6.6% |
| 6M | -22.5% | -17.8% | -4.7% | -20.5% |
| YTD | -15.2% | -15.8% | +0.6% | -13.5% |
| 1Y | -33.9% | -16.7% | -17.2% | -32.6% |
| All | -33.9% | -14.7% | -19.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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