+1,186.3%
URI vs AZO
+296.8%
+889.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.1% | -3.6% | +1.5% | -0.4% |
| 30D | -12.4% | -5.6% | -6.9% | -10.1% |
| 3M | -7.3% | -6.6% | -0.6% | -5.1% |
| 6M | +27.2% | -22.5% | +49.7% | +41.8% |
| YTD | +23.0% | -15.2% | +38.1% | +30.3% |
| 1Y | +3.9% | -33.9% | +37.9% | +24.4% |
| 3Y | +121.6% | +11.8% | +109.8% | +95.5% |
| 5Y | +201.1% | +85.5% | +115.5% | +95.5% |
| All | +1,186.3% | +296.8% | +889.4% | +511.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling