+288.6%
AZO vs TAP
-49.9%
+338.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.5% |
| 7D | -3.6% | -3.9% | +0.3% | -2.6% |
| 30D | -5.6% | -5.3% | -0.3% | -4.4% |
| 3M | -6.6% | -3.8% | -2.9% | -5.9% |
| 6M | -22.5% | -11.4% | -11.1% | -20.4% |
| YTD | -15.2% | -13.7% | -1.4% | -12.4% |
| 1Y | -33.9% | -17.2% | -16.7% | -31.2% |
| 3Y | +11.8% | -33.1% | +44.9% | +21.2% |
| 5Y | +85.5% | +0.8% | +84.7% | +79.0% |
| All | +288.6% | -49.9% | +338.4% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling