+229.2%
TER vs AZO
-32.5%
+261.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.5% |
| 7D | +6.4% | -3.6% | +9.9% | +5.4% |
| 30D | -5.7% | -5.6% | -0.1% | -6.9% |
| 3M | -0.4% | -6.6% | +6.2% | -1.0% |
| 6M | +25.8% | -22.5% | +48.3% | +25.0% |
| YTD | +96.4% | -15.2% | +111.6% | +109.1% |
| 1Y | +229.2% | -33.9% | +263.2% | +214.4% |
| All | +229.2% | -32.5% | +261.8% | +214.4% |
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