-29.5%
AZO vs Z
-58.8%
+29.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +0.7% | -3.0% | +3.7% | +0.9% |
| 30D | -2.7% | -4.2% | +1.5% | -2.5% |
| 3M | -3.2% | -3.7% | +0.5% | -3.7% |
| 6M | -19.7% | -24.5% | +4.8% | -20.5% |
| YTD | -12.0% | -49.3% | +37.3% | -12.5% |
| 1Y | -29.5% | -58.7% | +29.2% | -28.6% |
| All | -29.5% | -58.8% | +29.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling