+3,928.9%
COP vs AZO
+41,743.6%
-37,814.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +2.3% | -3.6% | +5.9% | +3.0% |
| 30D | +8.6% | -5.6% | +14.2% | +9.8% |
| 3M | +19.9% | -6.6% | +26.5% | +21.1% |
| 6M | +19.0% | -22.5% | +41.5% | +24.5% |
| YTD | +50.0% | -15.2% | +65.1% | +53.6% |
| 1Y | +50.5% | -33.9% | +84.5% | +61.9% |
| 3Y | +25.2% | +11.8% | +13.4% | +19.3% |
| 5Y | +194.3% | +85.5% | +108.7% | +149.2% |
| 10Y | +342.9% | +298.2% | +44.7% | +217.4% |
| All | +3,928.9% | +41,743.6% | -37,814.7% | +1,378.5% |
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 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