+87.6%
AZO vs ALK
-28.1%
+115.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -1.3% |
| 7D | -0.8% | -3.0% | +2.2% | -0.6% |
| 30D | -5.1% | -14.6% | +9.5% | -4.0% |
| 3M | -7.2% | -10.6% | +3.3% | -6.7% |
| 6M | -20.7% | -6.7% | -14.0% | -20.9% |
| YTD | -14.2% | -19.8% | +5.6% | -13.7% |
| 1Y | -32.2% | -35.2% | +3.0% | -30.6% |
| 3Y | +11.1% | +1.4% | +9.8% | +5.4% |
| 5Y | +87.6% | -30.7% | +118.2% | +80.9% |
| All | +87.6% | -28.1% | +115.7% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling