+291.3%
IR vs AZO
+332.4%
-41.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -2.8% | +0.7% | -3.5% | -3.1% |
| 30D | -15.1% | -2.7% | -12.4% | -14.4% |
| 3M | +6.1% | -3.2% | +9.3% | +6.8% |
| 6M | -16.8% | -19.7% | +2.9% | -10.8% |
| YTD | -3.5% | -12.0% | +8.5% | -0.1% |
| 1Y | -3.5% | -29.5% | +26.0% | +7.7% |
| 3Y | +9.5% | +17.3% | -7.9% | -0.2% |
| 5Y | +45.1% | +94.1% | -49.0% | +7.8% |
| All | +291.3% | +332.4% | -41.1% | +124.2% |
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