+34.3%
IR vs AZO
+85.0%
-50.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -3.1% | -2.9% | -0.1% | -2.2% |
| 30D | -14.0% | -5.3% | -8.7% | -12.6% |
| 3M | +3.7% | -7.3% | +11.1% | +5.8% |
| 6M | -15.4% | -22.7% | +7.3% | -8.8% |
| YTD | -7.7% | -15.0% | +7.4% | -3.6% |
| 1Y | -8.8% | -32.2% | +23.4% | +2.0% |
| 3Y | +5.6% | +10.0% | -4.4% | -1.9% |
| 5Y | +34.3% | +85.8% | -51.5% | -0.1% |
| All | +34.3% | +85.0% | -50.6% | -0.1% |
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