+97.8%
AZO vs S
-57.8%
+155.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -0.5% | -5.8% | +5.3% | -0.2% |
| 30D | -5.6% | -9.2% | +3.6% | -5.3% |
| 3M | -4.0% | +23.4% | -27.3% | -5.2% |
| 6M | -18.9% | +36.9% | -55.9% | -20.6% |
| YTD | -13.0% | +29.5% | -42.5% | -14.6% |
| 1Y | -30.4% | +5.4% | -35.9% | -31.1% |
| 3Y | +12.7% | +14.7% | -2.0% | +9.5% |
| 5Y | +89.6% | -71.5% | +161.2% | +89.9% |
| All | +97.8% | -57.8% | +155.6% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling