-9.5%
AZO vs CAPR
+47.4%
-57.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.3% | -4.3% | +3.9% |
| 7D | +5.3% | +43.2% | -37.8% | +5.3% |
| 30D | +18.4% | +14.7% | +3.8% | +18.4% |
| 3M | +9.8% | +113.9% | -104.1% | +9.9% |
| 6M | -4.5% | -73.4% | +68.9% | -4.6% |
| YTD | -1.9% | -69.1% | +67.1% | -2.0% |
| 1Y | -9.5% | +47.2% | -56.7% | -9.3% |
| All | -9.5% | +47.4% | -57.0% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling