+11.8%
AZO vs TRU
-1.3%
+13.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | -3.6% | -2.7% | -0.8% | -3.3% |
| 30D | -5.6% | -2.0% | -3.5% | -5.4% |
| 3M | -6.6% | +18.4% | -25.1% | -8.3% |
| 6M | -22.5% | +8.9% | -31.4% | -23.4% |
| YTD | -15.2% | -8.9% | -6.2% | -15.1% |
| 1Y | -33.9% | -15.9% | -18.1% | -33.5% |
| 3Y | +11.8% | -1.1% | +12.9% | +17.2% |
| All | +11.8% | -1.3% | +13.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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