+12.0%
AZO vs Z
-39.0%
+50.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.9% |
| 7D | -2.9% | -11.6% | +8.7% | -2.3% |
| 30D | -5.3% | -8.5% | +3.2% | -4.9% |
| 3M | -7.3% | -7.9% | +0.5% | -7.1% |
| 6M | -22.7% | -29.1% | +6.4% | -21.7% |
| YTD | -15.0% | -54.2% | +39.2% | -12.5% |
| 1Y | -32.2% | -63.5% | +31.3% | -29.4% |
| All | +12.0% | -39.0% | +50.9% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling