+91.5%
USB vs AZO
+24.6%
+66.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | 0.0% | +1.5% | -1.5% | -0.2% |
| 30D | +5.8% | +13.0% | -7.2% | +4.3% |
| 3M | -6.0% | +4.8% | -10.7% | -6.5% |
| 6M | +7.8% | -9.2% | +17.0% | +8.9% |
| YTD | +14.6% | -5.2% | +19.8% | +14.8% |
| 1Y | +31.8% | -12.4% | +44.2% | +33.5% |
| 3Y | +91.5% | +23.4% | +68.1% | +91.0% |
| All | +91.5% | +24.6% | +66.9% | +91.0% |
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