+68.6%
MAR vs AZO
+10.0%
+58.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.5% | -3.6% | +3.0% | +0.2% |
| 30D | -5.4% | -5.6% | +0.1% | -4.4% |
| 3M | -15.5% | -6.6% | -8.9% | -14.6% |
| 6M | +3.0% | -22.5% | +25.5% | +7.5% |
| YTD | +8.5% | -15.2% | +23.7% | +10.8% |
| 1Y | +26.0% | -33.9% | +59.9% | +35.5% |
| 3Y | +68.6% | +11.8% | +56.8% | +58.2% |
| All | +68.6% | +10.0% | +58.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling