+33.9%
USB vs AZO
-15.7%
+49.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +2.6% | +1.3% | +1.2% | +2.5% |
| 30D | +8.4% | +12.0% | -3.5% | +7.5% |
| 3M | -5.5% | +7.2% | -12.8% | -6.1% |
| 6M | +17.7% | -3.2% | +20.9% | +17.8% |
| YTD | +17.6% | -3.9% | +21.4% | +19.3% |
| 1Y | +33.9% | -14.7% | +48.5% | +36.1% |
| All | +33.9% | -15.7% | +49.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling