+85.8%
AZO vs ALC
-19.4%
+105.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | -2.9% | -7.7% | +4.8% | -1.3% |
| 30D | -5.3% | -11.7% | +6.4% | -2.9% |
| 3M | -7.3% | +0.7% | -8.0% | -7.6% |
| 6M | -22.7% | -17.1% | -5.6% | -20.0% |
| YTD | -15.0% | -15.1% | +0.1% | -12.6% |
| 1Y | -32.2% | -14.1% | -18.1% | -30.6% |
| 3Y | +10.0% | -18.2% | +28.2% | +12.0% |
| 5Y | +85.8% | -19.2% | +105.0% | +93.9% |
| All | +85.8% | -19.4% | +105.2% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling