+433.8%
MAR vs AZO
+296.8%
+137.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -0.5% | -3.6% | +3.0% | +0.6% |
| 30D | -5.4% | -5.6% | +0.1% | -3.7% |
| 3M | -15.5% | -6.6% | -8.9% | -13.9% |
| 6M | +3.0% | -22.5% | +25.5% | +11.3% |
| YTD | +8.5% | -15.2% | +23.7% | +13.1% |
| 1Y | +26.0% | -33.9% | +59.9% | +42.8% |
| 3Y | +68.6% | +11.8% | +56.8% | +55.8% |
| 5Y | +157.4% | +85.5% | +71.8% | +94.2% |
| All | +433.8% | +296.8% | +137.0% | +222.2% |
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 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