-33.9%
AZO vs S
+8.9%
-42.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -5.6% | -11.4% | +5.9% | -5.1% |
| 3M | -6.6% | +33.8% | -40.5% | -8.4% |
| 6M | -22.5% | +39.5% | -62.0% | -24.3% |
| YTD | -15.2% | +31.7% | -46.8% | -17.3% |
| 1Y | -33.9% | +7.0% | -40.9% | -36.6% |
| All | -33.9% | +8.9% | -42.9% | -36.6% |
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