+46.3%
LYB vs AZO
+296.8%
-250.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -3.6% | +3.8% | +1.5% |
| 30D | +2.5% | -5.6% | +8.0% | +4.3% |
| 3M | +1.4% | -6.6% | +8.0% | +3.1% |
| 6M | -3.5% | -22.5% | +19.0% | +4.1% |
| YTD | +52.0% | -15.2% | +67.2% | +57.7% |
| 1Y | +22.1% | -33.9% | +56.0% | +39.3% |
| 3Y | -22.8% | +11.8% | -34.6% | -31.3% |
| 5Y | -3.4% | +85.5% | -88.9% | -35.2% |
| All | +46.3% | +296.8% | -250.5% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling