+2,417.1%
MSCI vs AZO
+2,505.0%
-87.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.4% | +0.7% | -0.3% | +0.1% |
| 30D | +0.6% | -2.7% | +3.3% | +1.6% |
| 3M | -7.1% | -3.2% | -3.9% | -6.3% |
| 6M | +0.8% | -19.7% | +20.6% | +9.4% |
| YTD | +1.0% | -12.0% | +13.0% | +4.7% |
| 1Y | +4.3% | -29.5% | +33.8% | +18.8% |
| 3Y | +9.9% | +17.3% | -7.4% | -2.4% |
| 5Y | -6.8% | +94.1% | -100.8% | -35.6% |
| 10Y | +614.7% | +303.3% | +311.4% | +230.8% |
| All | +2,417.1% | +2,505.0% | -87.9% | +281.8% |
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 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