+322.9%
AZO vs TRU
+228.8%
+94.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.4% |
| 7D | -3.6% | -2.7% | -0.8% | -3.0% |
| 30D | -5.6% | -2.0% | -3.5% | -5.3% |
| 3M | -6.6% | +18.4% | -25.1% | -10.3% |
| 6M | -22.5% | +8.9% | -31.4% | -24.4% |
| YTD | -15.2% | -8.9% | -6.2% | -14.6% |
| 1Y | -33.9% | -15.9% | -18.1% | -32.6% |
| 3Y | +11.8% | -1.1% | +12.9% | +5.5% |
| 5Y | +85.5% | -35.2% | +120.7% | +94.8% |
| 10Y | +298.2% | +145.3% | +152.9% | +201.7% |
| All | +322.9% | +228.8% | +94.1% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling