+109.7%
USB vs AZO
+304.9%
-195.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -1.3% | -2.7% | +1.4% | -0.5% |
| 3M | +15.2% | -3.2% | +18.4% | +15.9% |
| 6M | +18.8% | -19.7% | +38.6% | +26.6% |
| YTD | +21.0% | -12.0% | +33.0% | +24.4% |
| 1Y | +34.0% | -29.5% | +63.5% | +48.1% |
| 3Y | +95.3% | +17.3% | +78.0% | +76.8% |
| 5Y | +40.4% | +94.1% | -53.7% | +3.0% |
| All | +109.7% | +304.9% | -195.2% | +24.1% |
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