-68.4%
XYZ vs AZO
+86.9%
-155.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +0.5% | -5.1% | +5.6% | +2.6% |
| 3M | +16.3% | -7.2% | +23.5% | +19.3% |
| 6M | +21.1% | -20.7% | +41.9% | +32.5% |
| YTD | +22.0% | -14.2% | +36.2% | +28.4% |
| 1Y | +5.2% | -32.2% | +37.3% | +22.8% |
| 3Y | +49.6% | +11.1% | +38.4% | +29.2% |
| 5Y | -68.4% | +87.6% | -156.0% | -82.1% |
| All | -68.4% | +86.9% | -155.4% | -82.1% |
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