+113.6%
C vs AZO
+72.0%
+41.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +4.2% | +1.3% | +2.8% | +3.9% |
| 30D | +2.0% | +12.0% | -10.0% | 0.0% |
| 3M | -10.1% | +7.2% | -17.3% | -11.3% |
| 6M | +1.0% | -3.2% | +4.2% | +1.3% |
| YTD | +8.5% | -3.9% | +12.4% | +8.3% |
| 1Y | +25.7% | -14.7% | +40.4% | +28.9% |
| 3Y | +216.0% | +20.4% | +195.6% | +190.9% |
| All | +113.6% | +72.0% | +41.6% | +71.4% |
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