+288.6%
AZO vs CHD
+126.1%
+162.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -4.5% | +0.9% | -2.2% |
| 30D | -5.6% | -6.7% | +1.2% | -3.6% |
| 3M | -6.6% | -2.7% | -3.9% | -5.9% |
| 6M | -22.5% | -4.9% | -17.6% | -21.4% |
| YTD | -15.2% | +13.3% | -28.5% | -18.4% |
| 1Y | -33.9% | +1.0% | -34.9% | -34.4% |
| 3Y | +11.8% | +1.3% | +10.5% | +9.9% |
| 5Y | +85.5% | +20.8% | +64.7% | +71.5% |
| All | +288.6% | +126.1% | +162.4% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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