+11.8%
AZO vs GNRC
+61.6%
-49.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -5.6% | -15.7% | +10.2% | -5.3% |
| 3M | -6.6% | -27.3% | +20.7% | -6.4% |
| 6M | -22.5% | -12.1% | -10.5% | -23.1% |
| YTD | -15.2% | +37.1% | -52.3% | -16.9% |
| 1Y | -33.9% | -0.5% | -33.5% | -34.8% |
| 3Y | +11.8% | +61.5% | -49.7% | +8.8% |
| All | +11.8% | +61.6% | -49.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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