+211.9%
TER vs AZO
+85.0%
+127.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.4% |
| 7D | +9.4% | -2.9% | +12.3% | +9.8% |
| 30D | -2.4% | -5.3% | +2.9% | -1.8% |
| 3M | +6.5% | -7.3% | +13.9% | +7.1% |
| 6M | +23.2% | -22.7% | +45.8% | +28.7% |
| YTD | +91.5% | -15.0% | +106.5% | +96.5% |
| 1Y | +214.8% | -32.2% | +247.1% | +238.4% |
| 3Y | +275.3% | +10.0% | +265.3% | +237.4% |
| 5Y | +211.9% | +85.8% | +126.1% | +126.4% |
| All | +211.9% | +85.0% | +127.0% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling