+609.0%
AZO vs AR
-27.2%
+636.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +0.7% | +2.5% | -1.8% | +0.6% |
| 30D | -2.7% | +14.8% | -17.5% | -3.4% |
| 3M | -3.2% | +6.2% | -9.4% | -3.6% |
| 6M | -19.7% | +4.3% | -24.0% | -20.1% |
| YTD | -12.0% | +14.4% | -26.4% | -12.9% |
| 1Y | -29.5% | +21.3% | -50.9% | -30.5% |
| 3Y | +17.3% | +39.8% | -22.5% | +13.7% |
| 5Y | +94.1% | +142.1% | -48.0% | +80.0% |
| 10Y | +303.3% | +52.0% | +251.2% | +244.6% |
| All | +609.0% | -27.2% | +636.2% | +520.6% |
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