-66.5%
U vs AZO
+85.8%
-152.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | -3.6% | +9.1% | +6.4% |
| 30D | -1.3% | -5.6% | +4.3% | +0.1% |
| 3M | +64.6% | -6.6% | +71.2% | +67.0% |
| 6M | +119.4% | -22.5% | +141.9% | +132.3% |
| YTD | -0.5% | -15.2% | +14.7% | +1.6% |
| 1Y | +1.3% | -33.9% | +35.2% | +12.5% |
| 3Y | +15.6% | +11.8% | +3.8% | -3.2% |
| All | -66.5% | +85.8% | -152.2% | -81.0% |
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