+317.7%
AZO vs Z
+16.2%
+301.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -0.8% | -7.1% | +6.3% | -0.2% |
| 30D | -5.1% | -4.8% | -0.3% | -4.8% |
| 3M | -7.2% | -9.3% | +2.1% | -6.7% |
| 6M | -20.7% | -29.0% | +8.2% | -18.7% |
| YTD | -14.2% | -52.9% | +38.7% | -9.1% |
| 1Y | -32.2% | -63.1% | +31.0% | -26.7% |
| 3Y | +11.1% | -36.9% | +48.0% | +12.1% |
| 5Y | +87.6% | -65.5% | +153.1% | +94.6% |
| 10Y | +302.9% | -3.9% | +306.8% | +238.0% |
| All | +317.7% | +16.2% | +301.4% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling