+629.3%
ON vs AZO
+296.8%
+332.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.4% | -3.6% | +5.9% | +3.9% |
| 30D | -8.6% | -5.6% | -3.1% | -6.5% |
| 3M | -34.3% | -6.6% | -27.7% | -33.5% |
| 6M | +28.5% | -22.5% | +51.0% | +40.3% |
| YTD | +40.6% | -15.2% | +55.8% | +46.5% |
| 1Y | +55.3% | -33.9% | +89.3% | +81.6% |
| 3Y | -22.2% | +11.8% | -34.0% | -34.0% |
| 5Y | +62.4% | +85.5% | -23.1% | -0.1% |
| All | +629.3% | +296.8% | +332.5% | +253.8% |
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