+110.3%
AZO vs COMP
-47.7%
+157.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +0.7% | +1.4% | -0.6% | +0.7% |
| 30D | -2.7% | -13.3% | +10.6% | -2.2% |
| 3M | -3.2% | +41.1% | -44.3% | -4.5% |
| 6M | -19.7% | +17.2% | -36.9% | -20.6% |
| YTD | -12.0% | +5.2% | -17.2% | -12.8% |
| 1Y | -29.5% | +18.9% | -48.5% | -30.5% |
| 3Y | +17.3% | +215.9% | -198.6% | +10.0% |
| 5Y | +94.1% | -31.2% | +125.3% | +83.5% |
| All | +110.3% | -47.7% | +157.9% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling