+5.5%
AZO vs AS
+114.1%
-108.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.8% | -0.9% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | -5.6% | -22.1% | +16.5% | -4.6% |
| 3M | -4.0% | -15.3% | +11.3% | -3.3% |
| 6M | -18.9% | -15.6% | -3.4% | -18.4% |
| YTD | -13.0% | -23.2% | +10.2% | -12.3% |
| 1Y | -30.4% | -21.7% | -8.7% | -29.9% |
| All | +5.5% | +114.1% | -108.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling