+674.7%
AZO vs AR
-28.5%
+703.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +1.3% | +7.4% | -6.0% | +1.0% |
| 30D | +12.0% | +5.8% | +6.2% | +11.6% |
| 3M | +7.2% | +5.2% | +2.0% | +6.8% |
| 6M | -3.2% | +5.4% | -8.6% | -3.6% |
| YTD | -3.9% | +12.4% | -16.3% | -4.8% |
| 1Y | -14.7% | +12.8% | -27.5% | -15.5% |
| 3Y | +20.4% | +47.2% | -26.8% | +16.3% |
| 5Y | +72.8% | +101.1% | -28.3% | +62.0% |
| 10Y | +334.4% | +57.6% | +276.8% | +270.5% |
| All | +674.7% | -28.5% | +703.2% | +578.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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