+485.4%
P vs AZO
+299.5%
+185.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +18.8% | -2.7% | +21.5% | +19.7% |
| 3M | +26.7% | -3.2% | +29.9% | +26.9% |
| 6M | +62.2% | -19.7% | +81.9% | +71.9% |
| YTD | +48.5% | -12.0% | +60.5% | +52.3% |
| 1Y | +26.4% | -29.5% | +55.9% | +39.1% |
| 3Y | +159.4% | +17.3% | +142.1% | +128.1% |
| 5Y | +275.8% | +94.1% | +181.7% | +161.0% |
| 10Y | +732.0% | +303.3% | +428.7% | +335.5% |
| All | +485.4% | +299.5% | +185.9% | +190.0% |
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