+59.8%
ON vs AZO
+85.8%
-25.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -3.6% | +5.9% | +3.0% |
| 30D | -8.6% | -5.6% | -3.1% | -7.7% |
| 3M | -34.3% | -6.6% | -27.7% | -34.0% |
| 6M | +28.5% | -22.5% | +51.0% | +35.3% |
| YTD | +40.6% | -15.2% | +55.8% | +44.0% |
| 1Y | +55.3% | -33.9% | +89.3% | +71.6% |
| 3Y | -22.2% | +11.8% | -34.0% | -33.1% |
| All | +59.8% | +85.8% | -25.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling