+16,087.1%
TER vs AZO
+42,832.5%
-26,745.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.6% |
| 7D | +11.0% | -0.5% | +11.4% | +11.1% |
| 30D | -1.9% | -5.6% | +3.7% | +0.1% |
| 3M | -0.7% | -4.0% | +3.3% | -0.7% |
| 6M | +36.4% | -18.9% | +55.3% | +45.4% |
| YTD | +92.4% | -13.0% | +105.4% | +98.8% |
| 1Y | +213.5% | -30.4% | +244.0% | +250.5% |
| 3Y | +277.2% | +12.7% | +264.6% | +238.3% |
| 5Y | +219.1% | +89.6% | +129.5% | +127.1% |
| 10Y | +1,744.2% | +304.7% | +1,439.6% | +816.0% |
| All | +16,087.1% | +42,832.5% | -26,745.4% | +1,169.9% |
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