+4,729.0%
OMC vs AZO
+41,812.3%
-37,083.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | -6.2% | -2.9% | -3.3% | -5.5% |
| 30D | -7.6% | -5.3% | -2.3% | -6.2% |
| 3M | +7.4% | -7.3% | +14.7% | +9.3% |
| 6M | +0.1% | -22.7% | +22.8% | +6.6% |
| YTD | +0.4% | -15.0% | +15.5% | +4.0% |
| 1Y | +7.8% | -32.2% | +40.0% | +18.2% |
| 3Y | +11.8% | +10.0% | +1.8% | +6.9% |
| 5Y | +32.5% | +85.8% | -53.4% | +8.8% |
| 10Y | +34.2% | +298.9% | -264.6% | -11.5% |
| All | +4,729.0% | +41,812.3% | -37,083.3% | +1,281.0% |
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