+11,371.8%
AZO vs IT
+5,548.9%
+5,822.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -0.8% | -9.1% | +8.3% | +0.7% |
| 30D | -5.1% | -12.2% | +7.0% | -3.2% |
| 3M | -7.2% | +7.8% | -15.0% | -9.2% |
| 6M | -20.7% | +2.0% | -22.7% | -22.0% |
| YTD | -14.2% | -32.7% | +18.6% | -10.1% |
| 1Y | -32.2% | -31.1% | -1.1% | -29.5% |
| 3Y | +11.1% | -52.1% | +63.2% | +20.6% |
| 5Y | +87.6% | -46.3% | +133.9% | +98.1% |
| 10Y | +302.9% | +91.4% | +211.6% | +241.0% |
| All | +11,371.8% | +5,548.9% | +5,822.9% | +5,597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling