+594.8%
AZO vs ALM
+8,394.4%
-7,799.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.1% |
| 7D | -0.5% | +8.4% | -8.9% | -0.5% |
| 30D | -5.6% | +34.8% | -40.5% | -5.6% |
| 3M | -4.0% | +16.2% | -20.2% | -4.0% |
| 6M | -18.9% | +2.1% | -21.1% | -18.9% |
| YTD | -13.0% | +117.0% | -130.0% | -12.8% |
| 1Y | -30.4% | +313.9% | -344.3% | -30.2% |
| 3Y | +12.7% | +2,327.9% | -2,315.2% | +13.4% |
| 5Y | +89.6% | +1,040.6% | -951.0% | +90.8% |
| 10Y | +304.7% | +3,219.4% | -2,914.8% | +309.2% |
| All | +594.8% | +8,394.4% | -7,799.6% | +615.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling