+195.8%
ON vs AZO
+12,556.4%
-12,360.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.5% |
| 7D | -1.9% | -0.8% | -1.1% | -1.5% |
| 30D | -11.0% | -5.1% | -5.9% | -9.1% |
| 3M | -39.3% | -7.2% | -32.1% | -38.3% |
| 6M | +19.8% | -20.7% | +40.6% | +29.4% |
| YTD | +31.1% | -14.2% | +45.2% | +36.0% |
| 1Y | +46.0% | -32.2% | +78.2% | +67.7% |
| 3Y | -27.5% | +11.1% | -38.6% | -36.3% |
| 5Y | +56.9% | +87.6% | -30.7% | +5.5% |
| 10Y | +591.8% | +302.9% | +288.9% | +221.9% |
| All | +195.8% | +12,556.4% | -12,360.6% | -68.4% |
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