+1,130.5%
AZO vs URA
-29.0%
+1,159.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.5% |
| 7D | -0.5% | +8.1% | -8.6% | -1.5% |
| 30D | -5.6% | +5.8% | -11.4% | -6.4% |
| 3M | -4.0% | +3.4% | -7.4% | -4.8% |
| 6M | -18.9% | -2.6% | -16.3% | -19.4% |
| YTD | -13.0% | +11.2% | -24.1% | -15.3% |
| 1Y | -30.4% | +19.8% | -50.3% | -33.6% |
| 3Y | +12.7% | +121.5% | -108.8% | -4.4% |
| 5Y | +89.6% | +134.5% | -44.8% | +54.5% |
| 10Y | +304.7% | +376.7% | -72.0% | +175.2% |
| All | +1,130.5% | -29.0% | +1,159.5% | +895.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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