-14.7%
AZO vs ALK
-10.2%
-4.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +12.0% | +7.7% | +4.3% | +11.3% |
| 3M | +7.2% | -19.0% | +26.2% | +7.7% |
| 6M | -3.2% | -0.2% | -3.0% | -4.3% |
| YTD | -3.9% | -23.5% | +19.6% | -7.6% |
| 1Y | -14.7% | -9.1% | -5.5% | -18.7% |
| All | -14.7% | -10.2% | -4.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling