+152.7%
URI vs AZO
+20.3%
+132.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | +9.3% | -1.7% | +11.0% | +9.6% |
| 30D | +7.6% | +12.4% | -4.8% | +5.3% |
| 3M | +1.0% | +6.8% | -5.7% | -0.3% |
| 6M | +19.8% | -4.6% | +24.5% | +20.9% |
| YTD | +41.9% | -4.1% | +46.0% | +42.9% |
| 1Y | +33.4% | -14.2% | +47.5% | +37.8% |
| All | +152.7% | +20.3% | +132.4% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling