+20.4%
AZO vs ARWR
+79.8%
-59.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | +1.3% | -17.8% | +19.2% | +1.8% |
| 30D | +12.0% | -18.1% | +30.1% | +12.5% |
| 3M | +7.2% | -44.2% | +51.4% | +8.8% |
| 6M | -3.2% | -38.6% | +35.5% | -2.1% |
| YTD | -3.9% | -28.0% | +24.1% | -3.6% |
| 1Y | -14.7% | +16.1% | -30.8% | -15.8% |
| 3Y | +20.4% | +84.0% | -63.6% | +14.5% |
| All | +20.4% | +79.8% | -59.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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