+30,730.1%
LOW vs AZO
+41,743.6%
-11,013.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -3.6% | -0.2% | -2.2% |
| 30D | -8.9% | -5.6% | -3.3% | -6.6% |
| 3M | -10.4% | -6.6% | -3.8% | -7.9% |
| 6M | -19.4% | -22.5% | +3.1% | -10.3% |
| YTD | -17.1% | -15.2% | -1.9% | -11.7% |
| 1Y | -26.3% | -33.9% | +7.7% | -12.6% |
| 3Y | -9.9% | +11.8% | -21.7% | -16.7% |
| 5Y | +6.1% | +85.5% | -79.4% | -23.0% |
| 10Y | +230.8% | +298.2% | -67.4% | +68.0% |
| All | +30,730.1% | +41,743.6% | -11,013.5% | +2,985.7% |
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