+16.6%
EMR vs AZO
-28.9%
+45.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.7% |
| 7D | -1.5% | +0.7% | -2.2% | -1.6% |
| 30D | -5.6% | -2.7% | -2.9% | -5.5% |
| 3M | +7.9% | -3.2% | +11.1% | +8.1% |
| 6M | +6.0% | -19.7% | +25.8% | +8.6% |
| YTD | +16.4% | -12.0% | +28.5% | +20.4% |
| 1Y | +16.6% | -29.5% | +46.1% | +21.9% |
| All | +16.6% | -28.9% | +45.5% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling