+11.8%
AZO vs S
+15.4%
-3.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.2% |
| 6M | -22.5% | +39.5% | -62.0% | -24.0% |
| YTD | -15.2% | +31.7% | -46.8% | -16.7% |
| 1Y | -33.9% | +7.0% | -40.9% | -34.6% |
| 3Y | +11.8% | +11.8% | 0.0% | +7.1% |
| All | +11.8% | +15.4% | -3.6% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling