+25.7%
USB vs AZO
+72.0%
-46.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +2.6% | +1.3% | +1.2% | +2.3% |
| 30D | +8.4% | +12.0% | -3.5% | +5.6% |
| 3M | -5.5% | +7.2% | -12.8% | -7.2% |
| 6M | +17.7% | -3.2% | +20.9% | +18.1% |
| YTD | +17.6% | -3.9% | +21.4% | +17.5% |
| 1Y | +33.9% | -14.7% | +48.5% | +38.1% |
| 3Y | +103.8% | +20.4% | +83.4% | +85.2% |
| All | +25.7% | +72.0% | -46.3% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling