+535.2%
P vs AZO
+336.5%
+198.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +11.6% | +1.3% | +10.3% | +11.2% |
| 30D | -23.7% | +12.0% | -35.6% | -26.6% |
| 3M | -8.0% | +7.2% | -15.2% | -10.5% |
| 6M | +27.9% | -3.2% | +31.1% | +27.2% |
| YTD | +61.2% | -3.9% | +65.0% | +59.8% |
| 1Y | +28.6% | -14.7% | +43.3% | +32.5% |
| 3Y | +200.5% | +20.4% | +180.1% | +162.7% |
| 5Y | +282.9% | +72.8% | +210.1% | +181.2% |
| 10Y | +665.9% | +334.4% | +331.5% | +288.8% |
| All | +535.2% | +336.5% | +198.7% | +204.3% |
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