+12.0%
AZO vs COO
-38.4%
+50.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.7% | +13.7% | +0.7% |
| 7D | -2.9% | -23.3% | +20.4% | 0.0% |
| 30D | -5.3% | -29.5% | +24.2% | -1.5% |
| 3M | -7.3% | -20.0% | +12.6% | -5.0% |
| 6M | -22.7% | -27.2% | +4.5% | -20.3% |
| YTD | -15.0% | -33.9% | +18.9% | -11.8% |
| 1Y | -32.2% | -19.9% | -12.3% | -30.6% |
| All | +12.0% | -38.4% | +50.4% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling