+6.6%
PL vs AZO
-12.6%
+19.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -1.0% |
| 7D | +5.6% | +0.5% | +5.1% | +5.9% |
| 30D | -16.9% | +9.4% | -26.4% | -14.8% |
| 3M | -38.2% | +4.9% | -43.1% | -37.4% |
| 6M | -63.4% | -8.0% | -55.5% | -62.7% |
| YTD | -27.6% | -5.1% | -22.5% | -26.8% |
| 1Y | +6.6% | -13.7% | +20.3% | +6.5% |
| All | +6.6% | -12.6% | +19.2% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling