-7.5%
T vs AZO
-32.5%
+25.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -3.6% | +5.1% | +1.9% |
| 30D | +7.5% | -5.6% | +13.0% | +8.1% |
| 3M | +14.8% | -6.6% | +21.5% | +15.3% |
| 6M | -1.7% | -22.5% | +20.8% | +0.1% |
| YTD | +8.7% | -15.2% | +23.9% | +8.5% |
| 1Y | -7.5% | -33.9% | +26.5% | -4.8% |
| All | -7.5% | -32.5% | +25.1% | -4.8% |
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