+105.2%
AZO vs COMP
-49.7%
+154.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -0.8% | +0.8% | -1.7% | -0.8% |
| 30D | -5.1% | -13.9% | +8.8% | -4.6% |
| 3M | -7.2% | +30.7% | -37.9% | -8.3% |
| 6M | -20.7% | +18.7% | -39.4% | -21.6% |
| YTD | -14.2% | +1.0% | -15.2% | -14.8% |
| 1Y | -32.2% | +15.1% | -47.2% | -33.0% |
| 3Y | +11.1% | +219.8% | -208.6% | +4.1% |
| 5Y | +87.6% | -28.7% | +116.2% | +78.3% |
| All | +105.2% | -49.7% | +154.9% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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