+40,092.1%
AZO vs TAP
+673.4%
+39,418.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | -5.6% | -9.4% | +3.8% | -4.2% |
| 3M | -4.0% | -0.8% | -3.2% | -4.0% |
| 6M | -18.9% | -14.7% | -4.2% | -17.0% |
| YTD | -13.0% | -13.9% | +1.0% | -11.1% |
| 1Y | -30.4% | -18.6% | -11.8% | -28.4% |
| 3Y | +12.7% | -32.0% | +44.7% | +18.3% |
| 5Y | +89.6% | -1.0% | +90.6% | +87.1% |
| 10Y | +304.7% | -51.4% | +356.0% | +326.3% |
| All | +40,092.1% | +673.4% | +39,418.7% | +31,564.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling