-63.2%
W vs AZO
+85.8%
-149.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.9% | -3.6% | +2.7% | +0.4% |
| 30D | -4.2% | -5.6% | +1.3% | -2.3% |
| 3M | +26.9% | -6.6% | +33.5% | +29.8% |
| 6M | +31.2% | -22.5% | +53.7% | +42.3% |
| YTD | -1.8% | -15.2% | +13.3% | +1.4% |
| 1Y | +9.3% | -33.9% | +43.3% | +26.0% |
| 3Y | +33.2% | +11.8% | +21.4% | +13.0% |
| All | -63.2% | +85.8% | -149.0% | -76.8% |
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