+238.0%
GM vs AZO
+1,042.9%
-804.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.4% | -3.6% | +1.1% | -1.1% |
| 30D | -1.1% | -5.6% | +4.4% | +1.0% |
| 3M | +6.1% | -6.6% | +12.8% | +8.3% |
| 6M | +15.0% | -22.5% | +37.5% | +25.7% |
| YTD | +6.0% | -15.2% | +21.2% | +11.2% |
| 1Y | +47.1% | -33.9% | +81.0% | +70.1% |
| 3Y | +170.5% | +11.8% | +158.7% | +143.5% |
| 5Y | +80.5% | +85.5% | -5.0% | +26.3% |
| 10Y | +238.7% | +298.2% | -59.5% | +68.8% |
| All | +238.0% | +1,042.9% | -804.8% | -8.5% |
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