+43.2%
TER vs AZO
-7.5%
+50.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.9% | -10.7% | -5.5% |
| 7D | -19.9% | +5.3% | -25.2% | -18.4% |
| 30D | -43.5% | +18.4% | -62.0% | -40.9% |
| 3M | -37.8% | +9.8% | -47.6% | -35.4% |
| 6M | -25.6% | -4.5% | -21.1% | -19.8% |
| YTD | +29.8% | -1.9% | +31.8% | +46.8% |
| 1Y | +43.2% | -9.5% | +52.7% | +64.4% |
| All | +43.2% | -7.5% | +50.6% | +64.4% |
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