+433.3%
META vs AZO
+334.9%
+98.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -0.2% | -2.6% | +2.4% | +0.4% |
| 30D | -15.4% | +11.7% | -27.1% | -17.5% |
| 3M | +5.0% | +6.4% | -1.4% | +3.3% |
| 6M | +5.2% | -5.5% | +10.7% | +5.9% |
| YTD | -4.5% | -4.5% | 0.0% | -4.7% |
| 1Y | +0.6% | -13.8% | +14.4% | +2.8% |
| 3Y | +93.1% | +19.8% | +73.3% | +78.6% |
| 5Y | +93.7% | +71.6% | +22.1% | +58.8% |
| 10Y | +433.3% | +331.5% | +101.9% | +259.7% |
| All | +433.3% | +334.9% | +98.5% | +259.7% |
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