+288.6%
AZO vs NYT
+489.9%
-201.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -3.6% | -0.6% | -3.0% | -3.5% |
| 30D | -5.6% | +4.6% | -10.1% | -6.4% |
| 3M | -6.6% | -9.6% | +2.9% | -5.2% |
| 6M | -22.5% | -14.0% | -8.5% | -20.7% |
| YTD | -15.2% | -2.8% | -12.3% | -15.4% |
| 1Y | -33.9% | +15.6% | -49.5% | -36.5% |
| 3Y | +11.8% | +56.3% | -44.5% | -0.3% |
| 5Y | +85.5% | +39.5% | +46.0% | +66.8% |
| All | +288.6% | +489.9% | -201.4% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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