+288.6%
AZO vs M
-3.0%
+291.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -1.1% |
| 7D | -3.6% | -4.2% | +0.6% | -3.1% |
| 30D | -5.6% | -7.2% | +1.6% | -4.8% |
| 3M | -6.6% | -11.1% | +4.5% | -5.6% |
| 6M | -22.5% | +28.8% | -51.3% | -25.2% |
| YTD | -15.2% | +2.0% | -17.2% | -16.1% |
| 1Y | -33.9% | +31.3% | -65.2% | -36.8% |
| 3Y | +11.8% | +119.1% | -107.3% | -4.0% |
| 5Y | +85.5% | +29.7% | +55.9% | +64.2% |
| All | +288.6% | -3.0% | +291.6% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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