+1,547.1%
QQQ vs AZO
+8,359.4%
-6,812.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -1.3% | -2.9% | +1.7% | -0.3% |
| 30D | -1.4% | -5.3% | +3.9% | +0.4% |
| 3M | +2.3% | -7.3% | +9.6% | +4.3% |
| 6M | +16.9% | -22.7% | +39.5% | +26.1% |
| YTD | +15.6% | -15.0% | +30.7% | +20.3% |
| 1Y | +22.6% | -32.2% | +54.9% | +37.4% |
| 3Y | +93.5% | +10.0% | +83.5% | +79.2% |
| 5Y | +93.9% | +85.8% | +8.1% | +46.3% |
| 10Y | +564.6% | +298.9% | +265.7% | +261.5% |
| All | +1,547.1% | +8,359.4% | -6,812.3% | +195.5% |
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 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