+89.2%
USB vs AZO
+350.7%
-261.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.2% |
| 7D | +0.8% | -0.1% | +0.8% | +0.8% |
| 30D | +6.8% | +10.6% | -3.8% | +3.4% |
| 3M | -3.8% | +4.0% | -7.7% | -5.2% |
| 6M | +11.7% | -7.0% | +18.7% | +13.5% |
| YTD | +17.5% | -4.1% | +21.6% | +17.4% |
| 1Y | +33.8% | -12.6% | +46.3% | +37.6% |
| 3Y | +104.2% | +21.4% | +82.9% | +83.2% |
| 5Y | +26.4% | +74.2% | -47.8% | -2.9% |
| 10Y | +89.2% | +338.9% | -249.7% | +9.8% |
| All | +89.2% | +350.7% | -261.5% | +9.8% |
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