+85.8%
AZO vs ALM
+856.4%
-770.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.9% |
| 7D | -2.9% | -7.1% | +4.2% | -2.8% |
| 30D | -5.3% | +24.7% | -30.0% | -5.7% |
| 3M | -7.3% | +8.3% | -15.7% | -7.6% |
| 6M | -22.7% | -22.2% | -0.5% | -22.6% |
| YTD | -15.0% | +88.1% | -103.1% | -16.1% |
| 1Y | -32.2% | +272.4% | -304.6% | -33.8% |
| 3Y | +10.0% | +2,004.1% | -1,994.1% | +3.7% |
| 5Y | +85.8% | +915.8% | -830.0% | +78.7% |
| All | +85.8% | +856.4% | -770.6% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling