-29.5%
AZO vs MKTX
-8.5%
-21.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -2.7% | +1.1% | -3.8% | -2.7% |
| 3M | -3.2% | +36.1% | -39.3% | -3.1% |
| 6M | -19.7% | -12.9% | -6.9% | -19.4% |
| YTD | -12.0% | -8.5% | -3.5% | -11.7% |
| 1Y | -29.5% | -7.5% | -22.0% | -28.0% |
| All | -29.5% | -8.5% | -21.0% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling