+288.6%
AZO vs CAPR
-78.4%
+367.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -3.6% | -11.0% | +7.4% | -3.5% |
| 30D | -5.6% | +99.8% | -105.3% | -5.9% |
| 3M | -6.6% | -66.6% | +59.9% | -6.5% |
| 6M | -22.5% | -75.1% | +52.6% | -22.3% |
| YTD | -15.2% | -71.0% | +55.8% | -15.0% |
| 1Y | -33.9% | +30.0% | -63.9% | -35.0% |
| 3Y | +11.8% | +29.0% | -17.2% | +8.6% |
| 5Y | +85.5% | +70.8% | +14.7% | +78.8% |
| All | +288.6% | -78.4% | +367.0% | +263.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling