-29.5%
AZO vs IT
-24.5%
-5.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.1% |
| 7D | +0.7% | -6.0% | +6.8% | +1.4% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | -3.2% | +13.1% | -16.3% | -5.9% |
| 6M | -19.7% | +11.7% | -31.4% | -22.2% |
| YTD | -12.0% | -26.1% | +14.1% | -11.7% |
| 1Y | -29.5% | -21.3% | -8.3% | -29.9% |
| All | -29.5% | -24.5% | -5.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling