+55.3%
ON vs AZO
-32.5%
+87.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -3.6% | +5.9% | +1.4% |
| 30D | -8.6% | -5.6% | -3.1% | -9.9% |
| 3M | -34.3% | -6.6% | -27.7% | -34.8% |
| 6M | +28.5% | -22.5% | +51.0% | +28.2% |
| YTD | +40.6% | -15.2% | +55.8% | +43.5% |
| 1Y | +55.3% | -33.9% | +89.3% | +54.0% |
| All | +55.3% | -32.5% | +87.9% | +54.0% |
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 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