+107.8%
META vs AZO
+14.4%
+93.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.5% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | +3.6% | -5.6% | +9.2% | +4.0% |
| 3M | +4.9% | -4.0% | +8.9% | +5.2% |
| 6M | -4.7% | -18.9% | +14.2% | -3.6% |
| YTD | -6.9% | -13.0% | +6.1% | -6.6% |
| 1Y | -18.2% | -30.4% | +12.2% | -16.3% |
| 3Y | +107.8% | +12.7% | +95.1% | +98.8% |
| All | +107.8% | +14.4% | +93.3% | +98.8% |
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