+363.0%
NDAQ vs AZO
+296.8%
+66.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.6% | -3.6% | -2.0% | -4.5% |
| 30D | -4.4% | -5.6% | +1.2% | -2.7% |
| 3M | +5.9% | -6.6% | +12.5% | +7.8% |
| 6M | +7.7% | -22.5% | +30.2% | +15.7% |
| YTD | -5.2% | -15.2% | +10.0% | -1.5% |
| 1Y | -3.4% | -33.9% | +30.6% | +8.7% |
| 3Y | +85.6% | +11.8% | +73.8% | +72.5% |
| 5Y | +49.5% | +85.5% | -36.0% | +13.7% |
| All | +363.0% | +296.8% | +66.2% | +183.1% |
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 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