+288.6%
AZO vs MKTX
+5.0%
+283.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -0.2% | -3.3% | -3.5% |
| 30D | -5.6% | +0.7% | -6.3% | -5.6% |
| 3M | -6.6% | +40.8% | -47.4% | -12.0% |
| 6M | -22.5% | -8.0% | -14.5% | -21.8% |
| YTD | -15.2% | -8.7% | -6.4% | -14.5% |
| 1Y | -33.9% | -11.8% | -22.1% | -33.1% |
| 3Y | +11.8% | -24.0% | +35.8% | +13.8% |
| 5Y | +85.5% | -60.3% | +145.8% | +109.3% |
| All | +288.6% | +5.0% | +283.5% | +272.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling