-22.2%
ON vs AZO
+10.0%
-32.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -3.6% | +5.9% | +2.0% |
| 30D | -8.6% | -5.6% | -3.1% | -9.1% |
| 3M | -34.3% | -6.6% | -27.7% | -34.6% |
| 6M | +28.5% | -22.5% | +51.0% | +28.6% |
| YTD | +40.6% | -15.2% | +55.8% | +41.0% |
| 1Y | +55.3% | -33.9% | +89.3% | +56.7% |
| 3Y | -22.2% | +11.8% | -34.0% | -27.2% |
| All | -22.2% | +10.0% | -32.2% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling