+288.6%
AZO vs EAT
+374.9%
-86.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | 0.0% |
| 7D | -3.6% | -7.7% | +4.1% | -2.5% |
| 30D | -5.6% | -13.6% | +8.0% | -3.8% |
| 3M | -6.6% | +33.9% | -40.5% | -10.5% |
| 6M | -22.5% | +47.2% | -69.7% | -27.1% |
| YTD | -15.2% | +48.1% | -63.2% | -20.5% |
| 1Y | -33.9% | +33.7% | -67.6% | -37.4% |
| 3Y | +11.8% | +595.8% | -584.0% | -20.4% |
| 5Y | +85.5% | +314.4% | -228.8% | +38.2% |
| All | +288.6% | +374.9% | -86.4% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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