-11.1%
VRSK vs AZO
+85.8%
-96.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | -3.6% | -1.6% | -4.1% |
| 30D | -2.3% | -5.6% | +3.2% | -0.6% |
| 3M | -2.9% | -6.6% | +3.7% | -0.9% |
| 6M | -12.8% | -22.5% | +9.7% | -6.3% |
| YTD | -20.8% | -15.2% | -5.6% | -17.6% |
| 1Y | -33.2% | -33.9% | +0.7% | -24.7% |
| 3Y | -26.6% | +11.8% | -38.4% | -30.8% |
| All | -11.1% | +85.8% | -96.9% | -30.4% |
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