+4.0%
AZO vs AS
+107.2%
-103.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.2% |
| 7D | -0.8% | -2.8% | +2.0% | -0.7% |
| 30D | -5.1% | -23.2% | +18.1% | -4.0% |
| 3M | -7.2% | -20.1% | +12.9% | -6.3% |
| 6M | -20.7% | -18.5% | -2.2% | -20.1% |
| YTD | -14.2% | -25.6% | +11.5% | -13.4% |
| 1Y | -32.2% | -24.4% | -7.8% | -31.5% |
| All | +4.0% | +107.2% | -103.2% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling