+632.8%
LYB vs AZO
+1,479.2%
-846.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | +0.3% | -3.6% | +3.8% | +1.7% |
| 30D | +2.5% | -5.6% | +8.0% | +4.6% |
| 3M | +1.4% | -6.6% | +8.0% | +3.3% |
| 6M | -3.5% | -22.5% | +19.0% | +4.9% |
| YTD | +52.0% | -15.2% | +67.2% | +58.4% |
| 1Y | +22.1% | -33.9% | +56.0% | +41.1% |
| 3Y | -22.8% | +11.8% | -34.6% | -31.7% |
| 5Y | -3.4% | +85.5% | -88.9% | -36.1% |
| 10Y | +47.4% | +298.2% | -250.8% | -33.9% |
| All | +632.8% | +1,479.2% | -846.3% | +32.1% |
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 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