+23.9%
OMC vs AZO
-7.5%
+31.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.9% | +1.3% | +4.4% |
| 7D | +12.5% | +5.3% | +7.2% | +11.3% |
| 30D | +16.3% | +18.4% | -2.2% | +12.7% |
| 3M | +8.1% | +9.8% | -1.8% | +6.0% |
| 6M | +17.2% | -4.5% | +21.7% | +15.5% |
| YTD | +11.8% | -1.9% | +13.7% | +12.5% |
| 1Y | +23.9% | -9.5% | +33.5% | +23.5% |
| All | +23.9% | -7.5% | +31.4% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling