+480.1%
B vs AZO
+47,313.8%
-46,833.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -7.3% | +1.3% | -8.7% | -7.4% |
| 30D | -3.3% | +12.0% | -15.3% | -4.0% |
| 3M | -7.8% | +7.2% | -15.0% | -8.2% |
| 6M | -15.5% | -3.2% | -12.4% | -15.5% |
| YTD | -12.3% | -3.9% | -8.4% | -12.2% |
| 1Y | +5.4% | -14.7% | +20.0% | +6.2% |
| 3Y | +165.5% | +20.4% | +145.1% | +161.6% |
| 5Y | +107.0% | +72.8% | +34.2% | +99.1% |
| 10Y | +210.6% | +334.4% | -123.8% | +182.4% |
| All | +480.1% | +47,313.8% | -46,833.7% | +443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling