+50.7%
O vs AZO
+296.8%
-246.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -2.9% | -3.6% | +0.7% | -1.7% |
| 30D | -4.5% | -5.6% | +1.0% | -2.8% |
| 3M | -2.6% | -6.6% | +4.0% | -0.7% |
| 6M | -5.6% | -22.5% | +16.9% | +2.0% |
| YTD | +9.3% | -15.2% | +24.4% | +13.9% |
| 1Y | +4.3% | -33.9% | +38.2% | +18.5% |
| 3Y | +27.4% | +11.8% | +15.6% | +17.2% |
| 5Y | +17.1% | +85.5% | -68.5% | -15.6% |
| All | +50.7% | +296.8% | -246.1% | -16.5% |
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 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