+40,523.5%
AZO vs ALK
+688.8%
+39,834.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -2.7% | -19.2% | +16.5% | +0.9% |
| 3M | -3.2% | -1.5% | -1.7% | -3.6% |
| 6M | -19.7% | -13.1% | -6.7% | -19.0% |
| YTD | -12.0% | -16.4% | +4.4% | -11.1% |
| 1Y | -29.5% | -33.1% | +3.5% | -26.2% |
| 3Y | +17.3% | +0.6% | +16.7% | +9.6% |
| 5Y | +94.1% | -26.4% | +120.5% | +87.9% |
| 10Y | +303.3% | -34.2% | +337.4% | +269.0% |
| All | +40,523.5% | +688.8% | +39,834.7% | +17,435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling