+346.9%
AZO vs ALK
-45.9%
+392.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +1.3% | -1.2% | +2.5% | +1.5% |
| 30D | +12.0% | +7.7% | +4.3% | +10.5% |
| 3M | +7.2% | -19.0% | +26.2% | +10.3% |
| 6M | -3.2% | -0.2% | -3.0% | -4.4% |
| YTD | -3.9% | -23.5% | +19.6% | -2.0% |
| 1Y | -14.7% | -9.1% | -5.5% | -15.6% |
| 3Y | +20.4% | +12.0% | +8.4% | +9.1% |
| 5Y | +72.8% | -30.9% | +103.7% | +68.7% |
| All | +346.9% | -45.9% | +392.8% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling