-0.2%
VRSK vs AZO
-10.2%
+10.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.1% |
| 7D | +10.9% | +5.5% | +5.4% | +8.9% |
| 30D | +28.0% | +14.2% | +13.8% | +22.9% |
| 3M | +12.3% | +7.9% | +4.4% | +9.4% |
| 6M | +17.8% | -6.6% | +24.4% | +15.7% |
| YTD | -4.7% | -2.4% | -2.3% | -6.7% |
| 1Y | -0.2% | -9.6% | +9.4% | -0.6% |
| All | -0.2% | -10.2% | +10.0% | -0.6% |
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