+216.0%
C vs AZO
+20.6%
+195.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +4.2% | +1.3% | +2.8% | +4.1% |
| 30D | +2.0% | +12.0% | -10.0% | +1.3% |
| 3M | -10.1% | +7.2% | -17.3% | -10.5% |
| 6M | +1.0% | -3.2% | +4.2% | +1.4% |
| YTD | +8.5% | -3.9% | +12.4% | +8.6% |
| 1Y | +25.7% | -14.7% | +40.4% | +27.7% |
| 3Y | +216.0% | +20.4% | +195.6% | +207.5% |
| All | +216.0% | +20.6% | +195.4% | +207.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling