+5,655.8%
SO vs AZO
+42,832.5%
-37,176.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | -3.2% | -5.6% | +2.4% | -2.4% |
| 3M | -1.7% | -4.0% | +2.3% | -1.3% |
| 6M | -7.2% | -18.9% | +11.7% | -4.7% |
| YTD | +4.6% | -13.0% | +17.5% | +6.1% |
| 1Y | +1.2% | -30.4% | +31.6% | +5.9% |
| 3Y | +45.3% | +12.7% | +32.6% | +41.6% |
| 5Y | +58.7% | +89.6% | -30.9% | +43.2% |
| 10Y | +155.9% | +304.7% | -148.8% | +108.1% |
| All | +5,655.8% | +42,832.5% | -37,176.7% | +2,921.0% |
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