+68.5%
COST vs AZO
+10.0%
+58.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -3.6% | +2.4% | -0.4% |
| 30D | -4.7% | -5.6% | +0.8% | -3.5% |
| 3M | -7.1% | -6.6% | -0.5% | -5.9% |
| 6M | -8.5% | -22.5% | +14.0% | -3.7% |
| YTD | +5.4% | -15.2% | +20.6% | +8.3% |
| 1Y | -5.6% | -33.9% | +28.3% | +3.2% |
| 3Y | +68.5% | +11.8% | +56.7% | +62.9% |
| All | +68.5% | +10.0% | +58.4% | +62.9% |
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 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