+6.8%
AZO vs ALK
-20.0%
+26.8%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.3% | +1.6% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | +12.4% | +3.3% | +9.1% | +10.1% |
| 3M | +6.8% | -17.6% | +24.3% | +8.3% |
| All | +6.8% | -20.0% | +26.8% | +8.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling