+7,916.2%
USB vs AZO
+43,293.3%
-35,377.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | -1.3% | -2.7% | +1.4% | -0.6% |
| 3M | +15.2% | -3.2% | +18.4% | +15.8% |
| 6M | +18.8% | -19.7% | +38.6% | +25.3% |
| YTD | +21.0% | -12.0% | +33.0% | +24.0% |
| 1Y | +34.0% | -29.5% | +63.5% | +45.3% |
| 3Y | +95.3% | +17.3% | +78.0% | +82.3% |
| 5Y | +40.4% | +94.1% | -53.7% | +12.9% |
| 10Y | +107.3% | +303.3% | -196.0% | +34.5% |
| All | +7,916.2% | +43,293.3% | -35,377.2% | +2,142.5% |
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