+40,092.1%
AZO vs COO
+3,425.3%
+36,666.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | -0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.3% |
| 30D | -5.6% | -8.8% | +3.2% | -5.1% |
| 3M | -4.0% | +1.3% | -5.3% | -4.1% |
| 6M | -18.9% | -11.6% | -7.4% | -18.4% |
| YTD | -13.0% | -17.4% | +4.4% | -12.0% |
| 1Y | -30.4% | -1.6% | -28.8% | -30.5% |
| 3Y | +12.7% | -22.6% | +35.3% | +13.7% |
| 5Y | +89.6% | -40.3% | +130.0% | +93.6% |
| 10Y | +304.7% | +45.2% | +259.5% | +294.3% |
| All | +40,092.1% | +3,425.3% | +36,666.9% | +39,650.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling