+7,490.8%
USB vs AZO
+46,683.3%
-39,192.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | +5.8% | +13.0% | -7.2% | +2.4% |
| 3M | -6.0% | +4.8% | -10.7% | -7.3% |
| 6M | +7.8% | -9.2% | +17.0% | +9.8% |
| YTD | +14.6% | -5.2% | +19.8% | +14.9% |
| 1Y | +31.8% | -12.4% | +44.2% | +34.8% |
| 3Y | +91.5% | +23.4% | +68.1% | +76.1% |
| 5Y | +22.0% | +76.9% | -54.9% | +0.6% |
| 10Y | +96.1% | +339.6% | -243.5% | +24.2% |
| All | +7,490.8% | +46,683.3% | -39,192.5% | +1,978.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling