-33.9%
AZO vs ALM
+247.3%
-281.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.4% | 0.0% |
| 7D | -3.6% | -11.8% | +8.3% | -3.3% |
| 30D | -5.6% | +7.8% | -13.3% | -5.9% |
| 3M | -6.6% | -9.3% | +2.6% | -6.4% |
| 6M | -22.5% | -30.5% | +8.0% | -22.1% |
| YTD | -15.2% | +75.8% | -91.0% | -16.2% |
| 1Y | -33.9% | +241.2% | -275.1% | -30.8% |
| All | -33.9% | +247.3% | -281.2% | -30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling