+1,720.4%
AZO vs SCHG
+1,132.2%
+588.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -3.6% | -1.0% | -2.5% | -3.1% |
| 30D | -5.6% | -1.3% | -4.3% | -5.0% |
| 3M | -6.6% | +5.4% | -12.1% | -9.1% |
| 6M | -22.5% | +14.4% | -36.9% | -27.5% |
| YTD | -15.2% | +8.0% | -23.2% | -18.6% |
| 1Y | -33.9% | +12.7% | -46.7% | -38.1% |
| 3Y | +11.8% | +85.6% | -73.8% | -20.7% |
| 5Y | +85.5% | +85.5% | 0.0% | +29.0% |
| 10Y | +298.2% | +456.0% | -157.8% | +44.0% |
| All | +1,720.4% | +1,132.2% | +588.2% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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