+288.6%
AZO vs COO
+17.0%
+271.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -22.5% | +19.0% | +2.5% |
| 30D | -5.6% | -29.7% | +24.2% | +3.0% |
| 3M | -6.6% | -20.1% | +13.5% | -1.7% |
| 6M | -22.5% | -26.9% | +4.4% | -16.6% |
| YTD | -15.2% | -34.2% | +19.0% | -6.4% |
| 1Y | -33.9% | -21.3% | -12.7% | -30.6% |
| 3Y | +11.8% | -38.7% | +50.5% | +21.6% |
| 5Y | +85.5% | -52.2% | +137.7% | +116.3% |
| All | +288.6% | +17.0% | +271.6% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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