+136.1%
C vs AZO
+85.0%
+51.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +0.3% | -2.9% | +3.2% | +0.8% |
| 30D | +2.0% | -5.3% | +7.3% | +3.0% |
| 3M | +4.4% | -7.3% | +11.7% | +5.4% |
| 6M | +28.3% | -22.7% | +51.0% | +34.2% |
| YTD | +20.5% | -15.0% | +35.5% | +23.0% |
| 1Y | +45.5% | -32.2% | +77.8% | +56.2% |
| 3Y | +274.0% | +10.0% | +264.0% | +249.1% |
| 5Y | +136.1% | +85.8% | +50.3% | +87.8% |
| All | +136.1% | +85.0% | +51.2% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling