+165.0%
W vs AZO
+479.6%
-314.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | +6.5% | -0.5% | +7.0% | +6.8% |
| 30D | -6.2% | -5.6% | -0.6% | -3.3% |
| 3M | +48.9% | -4.0% | +52.9% | +51.6% |
| 6M | +31.2% | -18.9% | +50.1% | +44.8% |
| YTD | -0.4% | -13.0% | +12.5% | +4.0% |
| 1Y | +14.8% | -30.4% | +45.3% | +35.9% |
| 3Y | +40.5% | +12.7% | +27.8% | +19.3% |
| 5Y | -62.1% | +89.6% | -151.8% | -77.6% |
| 10Y | +141.5% | +304.7% | -163.1% | -6.1% |
| All | +165.0% | +479.6% | -314.5% | -26.4% |
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 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