+6,206.9%
EW vs AZO
+11,362.6%
-5,155.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.3% |
| 7D | -4.4% | -0.5% | -4.0% | -4.3% |
| 30D | -3.3% | -5.6% | +2.3% | -2.0% |
| 3M | +1.0% | -4.0% | +5.0% | +1.8% |
| 6M | +6.2% | -18.9% | +25.2% | +11.1% |
| YTD | +1.7% | -13.0% | +14.7% | +4.4% |
| 1Y | +8.1% | -30.4% | +38.6% | +16.8% |
| 3Y | +17.1% | +12.7% | +4.4% | +11.0% |
| 5Y | -29.4% | +89.6% | -119.0% | -41.4% |
| 10Y | +121.7% | +304.7% | -182.9% | +51.0% |
| All | +6,206.9% | +11,362.6% | -5,155.7% | +2,318.0% |
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