+2,145.8%
UL vs AZO
+42,241.4%
-40,095.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | -0.6% | -5.1% | +4.5% | +0.4% |
| 3M | +9.4% | -7.2% | +16.7% | +10.9% |
| 6M | -4.1% | -20.7% | +16.6% | 0.0% |
| YTD | -2.0% | -14.2% | +12.2% | +0.5% |
| 1Y | -9.0% | -32.2% | +23.2% | -2.5% |
| 3Y | +21.8% | +11.1% | +10.7% | +17.8% |
| 5Y | +20.6% | +87.6% | -67.0% | +4.4% |
| 10Y | +67.7% | +302.9% | -235.2% | +22.8% |
| All | +2,145.8% | +42,241.4% | -40,095.5% | +629.6% |
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