+85.2%
AZO vs Z
-64.7%
+149.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.4% |
| 7D | -3.6% | -6.0% | +2.5% | -3.2% |
| 30D | -5.6% | -2.3% | -3.3% | -5.5% |
| 3M | -6.6% | -0.6% | -6.0% | -6.8% |
| 6M | -22.5% | -27.6% | +5.1% | -21.4% |
| YTD | -15.2% | -52.4% | +37.2% | -12.2% |
| 1Y | -33.9% | -63.6% | +29.7% | -30.6% |
| 3Y | +11.8% | -36.4% | +48.2% | +12.3% |
| All | +85.2% | -64.7% | +149.9% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling