+11.8%
AZO vs VICR
+209.3%
-197.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.3% | +0.2% |
| 7D | -3.6% | +5.0% | -8.5% | -3.4% |
| 30D | -5.6% | -12.5% | +6.9% | -5.8% |
| 3M | -6.6% | -33.6% | +27.0% | -7.2% |
| 6M | -22.5% | +10.7% | -33.2% | -22.7% |
| YTD | -15.2% | +80.6% | -95.8% | -14.5% |
| 1Y | -33.9% | +288.4% | -322.3% | -32.8% |
| 3Y | +11.8% | +213.8% | -202.0% | +16.2% |
| All | +11.8% | +209.3% | -197.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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