+14,658.1%
AZO vs M
+383.6%
+14,274.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.5% |
| 7D | -0.5% | +2.4% | -2.9% | -1.0% |
| 30D | -5.6% | -11.6% | +6.0% | -3.3% |
| 3M | -4.0% | +1.6% | -5.6% | -4.8% |
| 6M | -18.9% | +25.2% | -44.2% | -23.2% |
| YTD | -13.0% | +3.8% | -16.7% | -14.8% |
| 1Y | -30.4% | +36.3% | -66.8% | -36.0% |
| 3Y | +12.7% | +116.3% | -103.7% | -12.0% |
| 5Y | +89.6% | +28.2% | +61.5% | +54.0% |
| 10Y | +304.7% | -3.4% | +308.1% | +190.4% |
| All | +14,658.1% | +383.6% | +14,274.5% | +4,898.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling