+3.7%
U vs AZO
-28.9%
+32.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | -3.8% | +0.7% | -4.5% | -3.7% |
| 30D | +17.5% | -2.7% | +20.2% | +16.9% |
| 3M | +38.7% | -3.2% | +41.9% | +37.7% |
| 6M | +104.4% | -19.7% | +124.2% | +89.8% |
| YTD | -5.7% | -12.0% | +6.4% | -9.1% |
| 1Y | +3.7% | -29.5% | +33.2% | -4.2% |
| All | +3.7% | -28.9% | +32.6% | -4.2% |
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