+11.8%
AZO vs AME
+59.6%
-47.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.4% | -0.6% |
| 7D | -3.6% | +1.7% | -5.3% | -3.8% |
| 30D | -5.6% | -6.4% | +0.9% | -4.7% |
| 3M | -6.6% | +7.1% | -13.7% | -7.8% |
| 6M | -22.5% | +8.2% | -30.7% | -23.7% |
| YTD | -15.2% | +18.2% | -33.3% | -17.5% |
| 1Y | -33.9% | +26.7% | -60.7% | -36.3% |
| 3Y | +11.8% | +60.7% | -48.9% | +0.2% |
| All | +11.8% | +59.6% | -47.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling