+11.8%
AZO vs QSR
+25.8%
-14.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -4.0% | +0.4% | -2.7% |
| 30D | -5.6% | +2.8% | -8.3% | -6.2% |
| 3M | -6.6% | +5.1% | -11.7% | -7.7% |
| 6M | -22.5% | +8.8% | -31.3% | -23.9% |
| YTD | -15.2% | +14.8% | -30.0% | -17.8% |
| 1Y | -33.9% | +25.7% | -59.7% | -37.3% |
| 3Y | +11.8% | +27.5% | -15.7% | +4.5% |
| All | +11.8% | +25.8% | -14.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling