+288.6%
AZO vs CASY
+453.5%
-164.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.4% |
| 7D | -3.6% | -18.6% | +15.0% | +2.1% |
| 30D | -5.6% | -26.6% | +21.1% | +3.0% |
| 3M | -6.6% | -32.8% | +26.1% | +4.2% |
| 6M | -22.5% | -10.0% | -12.5% | -21.8% |
| YTD | -15.2% | +11.6% | -26.8% | -20.3% |
| 1Y | -33.9% | +11.5% | -45.4% | -38.0% |
| 3Y | +11.8% | +160.7% | -148.9% | -23.7% |
| 5Y | +85.5% | +232.4% | -146.9% | +14.5% |
| All | +288.6% | +453.5% | -164.9% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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