+1,381.1%
AZO vs CBOE
+978.8%
+402.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.3% |
| 7D | -3.6% | -5.8% | +2.2% | -2.4% |
| 30D | -5.6% | -3.1% | -2.4% | -5.1% |
| 3M | -6.6% | -4.8% | -1.9% | -6.2% |
| 6M | -22.5% | -0.6% | -22.0% | -23.6% |
| YTD | -15.2% | +12.8% | -28.0% | -19.1% |
| 1Y | -33.9% | +19.8% | -53.7% | -37.9% |
| 3Y | +11.8% | +86.9% | -75.1% | -6.8% |
| 5Y | +85.5% | +136.5% | -51.0% | +44.5% |
| 10Y | +298.2% | +368.4% | -70.2% | +164.3% |
| All | +1,381.1% | +978.8% | +402.3% | +736.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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