+201.4%
B vs AZO
+296.8%
-95.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | -3.6% | +1.2% | -1.9% |
| 30D | +6.3% | -5.6% | +11.9% | +7.2% |
| 3M | +12.1% | -6.6% | +18.8% | +13.0% |
| 6M | -3.1% | -22.5% | +19.4% | +0.4% |
| YTD | +2.0% | -15.2% | +17.1% | +4.2% |
| 1Y | +51.7% | -33.9% | +85.6% | +60.8% |
| 3Y | +190.5% | +11.8% | +178.7% | +182.1% |
| 5Y | +158.0% | +85.5% | +72.4% | +128.4% |
| All | +201.4% | +296.8% | -95.4% | +130.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling