+12.7%
AZO vs COMP
+221.9%
-209.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -1.0% |
| 7D | -0.5% | +4.1% | -4.5% | -0.6% |
| 30D | -5.6% | -14.5% | +8.9% | -5.2% |
| 3M | -4.0% | +41.8% | -45.8% | -5.1% |
| 6M | -18.9% | +23.6% | -42.5% | -19.9% |
| YTD | -13.0% | +1.7% | -14.7% | -13.8% |
| 1Y | -30.4% | +12.6% | -43.0% | -31.3% |
| 3Y | +12.7% | +221.9% | -209.2% | +14.1% |
| All | +12.7% | +221.9% | -209.2% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling