+85.8%
AZO vs COO
-51.8%
+137.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.7% | +13.7% | +1.5% |
| 7D | -2.9% | -23.3% | +20.4% | +1.5% |
| 30D | -5.3% | -29.5% | +24.2% | +0.4% |
| 3M | -7.3% | -20.0% | +12.6% | -4.0% |
| 6M | -22.7% | -27.2% | +4.5% | -18.7% |
| YTD | -15.0% | -33.9% | +18.9% | -9.4% |
| 1Y | -32.2% | -19.9% | -12.3% | -30.0% |
| 3Y | +10.0% | -38.1% | +48.1% | +15.9% |
| 5Y | +85.8% | -52.0% | +137.8% | +115.0% |
| All | +85.8% | -51.8% | +137.6% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling