+1,546.8%
META vs AZO
+779.2%
+767.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | +3.1% | -1.7% | +4.8% | +3.5% |
| 30D | -18.2% | +12.4% | -30.6% | -20.9% |
| 3M | +7.8% | +6.8% | +1.0% | +5.5% |
| 6M | +3.6% | -4.6% | +8.2% | +4.1% |
| YTD | -5.3% | -4.1% | -1.2% | -5.7% |
| 1Y | +2.7% | -14.2% | +16.9% | +5.5% |
| 3Y | +91.5% | +20.3% | +71.1% | +74.3% |
| 5Y | +84.7% | +72.4% | +12.3% | +45.9% |
| 10Y | +429.0% | +333.4% | +95.5% | +201.7% |
| All | +1,546.8% | +779.2% | +767.6% | +602.1% |
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