-9.5%
AZO vs S
+36.5%
-46.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.9% |
| 7D | +5.3% | -8.2% | +13.6% | +5.6% |
| 30D | +18.4% | -7.6% | +26.1% | +18.8% |
| 3M | +9.8% | +12.0% | -2.1% | +8.7% |
| 6M | -4.5% | +50.6% | -55.1% | -7.5% |
| YTD | -1.9% | +56.6% | -58.5% | -6.1% |
| 1Y | -9.5% | +39.2% | -48.8% | -13.0% |
| All | -9.5% | +36.5% | -46.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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