+39,538.7%
AZO vs AME
+19,504.5%
+20,034.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | -5.1% | -6.6% | +1.5% | -3.2% |
| 3M | -7.2% | +3.0% | -10.2% | -8.4% |
| 6M | -20.7% | +5.3% | -26.0% | -22.3% |
| YTD | -14.2% | +15.4% | -29.6% | -18.3% |
| 1Y | -32.2% | +26.8% | -59.0% | -37.4% |
| 3Y | +11.1% | +56.5% | -45.4% | -5.1% |
| 5Y | +87.6% | +85.2% | +2.3% | +51.5% |
| 10Y | +302.9% | +428.5% | -125.6% | +136.9% |
| All | +39,538.7% | +19,504.5% | +20,034.2% | +9,318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling