+2,213.9%
AZO vs CAPR
-99.1%
+2,313.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -1.1% |
| 7D | -0.5% | -9.5% | +9.0% | -0.5% |
| 30D | -5.6% | +121.5% | -127.1% | -5.9% |
| 3M | -4.0% | -65.4% | +61.4% | -3.9% |
| 6M | -18.9% | -67.5% | +48.6% | -18.9% |
| YTD | -13.0% | -68.6% | +55.6% | -12.9% |
| 1Y | -30.4% | +42.7% | -73.1% | -31.1% |
| 3Y | +12.7% | +43.4% | -30.7% | +10.8% |
| 5Y | +89.6% | +86.0% | +3.6% | +85.9% |
| 10Y | +304.7% | -77.4% | +382.1% | +290.3% |
| All | +2,213.9% | -99.1% | +2,313.0% | +2,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling