+87.7%
AZO vs M
+19.2%
+68.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.0% |
| 7D | -0.8% | -4.1% | +3.3% | -0.5% |
| 30D | -5.1% | -13.6% | +8.5% | -4.0% |
| 3M | -7.2% | -2.3% | -4.9% | -7.2% |
| 6M | -20.7% | +21.9% | -42.6% | -22.3% |
| YTD | -14.2% | -0.6% | -13.6% | -14.6% |
| 1Y | -32.2% | +29.7% | -61.9% | -34.2% |
| 3Y | +11.1% | +107.3% | -96.1% | -1.0% |
| All | +87.7% | +19.2% | +68.5% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling