-11.2%
SHOP vs AZO
-32.5%
+21.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -11.2% | -3.6% | -7.7% | -11.2% |
| 30D | -14.4% | -5.6% | -8.8% | -14.4% |
| 3M | +16.6% | -6.6% | +23.2% | +16.0% |
| 6M | -0.6% | -22.5% | +21.9% | -7.7% |
| YTD | -20.0% | -15.2% | -4.8% | -20.9% |
| 1Y | -11.2% | -33.9% | +22.7% | -20.6% |
| All | -11.2% | -32.5% | +21.3% | -20.6% |
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