+2,460.4%
MAR vs AZO
+8,754.7%
-6,294.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -4.7% | -5.1% | +0.5% | -2.7% |
| 3M | -15.6% | -7.2% | -8.4% | -13.4% |
| 6M | +1.2% | -20.7% | +22.0% | +10.3% |
| YTD | +7.5% | -14.2% | +21.7% | +12.6% |
| 1Y | +26.6% | -32.2% | +58.8% | +45.8% |
| 3Y | +66.0% | +11.1% | +54.8% | +52.3% |
| 5Y | +154.1% | +87.6% | +66.5% | +83.0% |
| 10Y | +441.9% | +302.9% | +138.9% | +166.3% |
| All | +2,460.4% | +8,754.7% | -6,294.3% | +252.7% |
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