+2,261.2%
NDAQ vs AZO
+3,660.9%
-1,399.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.2% |
| 30D | -1.5% | -5.1% | +3.7% | +0.5% |
| 3M | +8.0% | -7.2% | +15.3% | +10.8% |
| 6M | +7.7% | -20.7% | +28.5% | +16.8% |
| YTD | -2.3% | -14.2% | +11.8% | +2.0% |
| 1Y | +0.6% | -32.2% | +32.7% | +15.0% |
| 3Y | +90.9% | +11.1% | +79.8% | +75.4% |
| 5Y | +52.5% | +87.6% | -35.1% | +9.5% |
| 10Y | +380.3% | +302.9% | +77.3% | +134.9% |
| All | +2,261.2% | +3,660.9% | -1,399.7% | +366.5% |
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