+2,044.7%
D vs AZO
+41,743.6%
-39,698.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.2% | -3.6% | +1.3% | -1.7% |
| 30D | -4.5% | -5.6% | +1.1% | -3.6% |
| 3M | -2.5% | -6.6% | +4.1% | -1.6% |
| 6M | +5.5% | -22.5% | +28.1% | +9.5% |
| YTD | +13.3% | -15.2% | +28.4% | +15.7% |
| 1Y | +11.8% | -33.9% | +45.8% | +18.7% |
| 3Y | +56.7% | +11.8% | +44.9% | +52.4% |
| 5Y | +4.3% | +85.5% | -81.3% | -6.9% |
| 10Y | +36.9% | +298.2% | -261.3% | +8.1% |
| All | +2,044.7% | +41,743.6% | -39,698.9% | +1,045.5% |
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