+6.5%
IR vs AZO
+10.0%
-3.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -4.5% | -3.6% | -0.9% | -3.7% |
| 30D | -13.9% | -5.6% | -8.4% | -12.8% |
| 3M | -0.3% | -6.6% | +6.3% | +1.0% |
| 6M | -14.3% | -22.5% | +8.2% | -9.1% |
| YTD | -7.9% | -15.2% | +7.3% | -4.4% |
| 1Y | -9.9% | -33.9% | +24.0% | -1.0% |
| 3Y | +6.5% | +11.8% | -5.3% | -0.6% |
| All | +6.5% | +10.0% | -3.5% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling