-29.3%
EW vs AZO
+85.8%
-115.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -6.2% | -3.6% | -2.6% | -5.3% |
| 30D | -9.3% | -5.6% | -3.8% | -8.1% |
| 3M | -1.6% | -6.6% | +5.0% | -0.3% |
| 6M | -0.8% | -22.5% | +21.7% | +4.8% |
| YTD | -1.0% | -15.2% | +14.1% | +2.1% |
| 1Y | +8.2% | -33.9% | +42.1% | +18.9% |
| 3Y | +12.7% | +11.8% | +0.9% | +4.0% |
| All | -29.3% | +85.8% | -115.1% | -50.3% |
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