+90.9%
PL vs AZO
-31.1%
+122.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.7% |
| 7D | -13.9% | -0.8% | -13.1% | -14.0% |
| 30D | -25.5% | -5.1% | -20.3% | -26.5% |
| 3M | -44.8% | -7.2% | -37.5% | -45.4% |
| 6M | -33.3% | -20.7% | -12.6% | -33.3% |
| YTD | -12.7% | -14.2% | +1.5% | -13.3% |
| 1Y | +90.9% | -32.2% | +123.1% | +96.2% |
| All | +90.9% | -31.1% | +122.0% | +96.2% |
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 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