+20.4%
AZO vs M
+158.0%
-137.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | +1.3% | +7.0% | -5.7% | +1.1% |
| 30D | +12.0% | +8.9% | +3.0% | +11.6% |
| 3M | +7.2% | +4.5% | +2.7% | +7.0% |
| 6M | -3.2% | +36.2% | -39.4% | -4.1% |
| YTD | -3.9% | +15.1% | -19.0% | -4.6% |
| 1Y | -14.7% | +27.4% | -42.1% | -15.5% |
| 3Y | +20.4% | +160.1% | -139.7% | +19.8% |
| All | +20.4% | +158.0% | -137.6% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling