+648.6%
P vs AZO
+297.5%
+351.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -4.1% | -2.9% | -1.2% | -3.2% |
| 30D | -14.0% | -5.3% | -8.7% | -12.5% |
| 3M | +41.4% | -7.3% | +48.8% | +43.8% |
| 6M | +54.2% | -22.7% | +76.8% | +65.7% |
| YTD | +40.4% | -15.0% | +55.5% | +45.7% |
| 1Y | +16.0% | -32.2% | +48.2% | +29.7% |
| 3Y | +140.7% | +10.0% | +130.7% | +115.6% |
| 5Y | +256.3% | +85.8% | +170.5% | +146.8% |
| All | +648.6% | +297.5% | +351.1% | +277.2% |
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 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