+288.6%
AZO vs ALM
+2,589.2%
-2,300.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.4% | -0.1% |
| 7D | -3.6% | -11.8% | +8.3% | -3.4% |
| 30D | -5.6% | +7.8% | -13.3% | -5.7% |
| 3M | -6.6% | -9.3% | +2.6% | -6.6% |
| 6M | -22.5% | -30.5% | +8.0% | -22.4% |
| YTD | -15.2% | +75.8% | -91.0% | -15.9% |
| 1Y | -33.9% | +241.2% | -275.1% | -35.0% |
| 3Y | +11.8% | +1,872.6% | -1,860.8% | +7.7% |
| 5Y | +85.5% | +849.6% | -764.0% | +79.5% |
| All | +288.6% | +2,589.2% | -2,300.7% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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