+584.9%
XYZ vs AZO
+334.0%
+250.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | -1.1% | +1.3% | -2.4% | -1.6% |
| 30D | +11.5% | +12.0% | -0.4% | +6.2% |
| 3M | +1.8% | +7.2% | -5.4% | -1.5% |
| 6M | +21.2% | -3.2% | +24.4% | +21.7% |
| YTD | +29.9% | -3.9% | +33.8% | +30.4% |
| 1Y | +35.8% | -14.7% | +50.4% | +43.6% |
| 3Y | +62.6% | +20.4% | +42.2% | +41.1% |
| 5Y | -62.8% | +72.8% | -135.6% | -73.5% |
| All | +584.9% | +334.0% | +250.8% | +256.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling