+529.4%
XYZ vs AZO
+315.3%
+214.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.5% | -4.2% |
| 7D | -2.1% | -1.7% | -0.4% | -1.4% |
| 30D | +7.0% | +12.4% | -5.4% | +1.9% |
| 3M | +5.1% | +6.8% | -1.7% | +2.0% |
| 6M | +14.1% | -4.6% | +18.7% | +15.3% |
| YTD | +26.4% | -4.1% | +30.5% | +26.9% |
| 1Y | +25.1% | -14.2% | +39.2% | +31.7% |
| 3Y | +59.7% | +20.3% | +39.4% | +39.5% |
| 5Y | -63.8% | +72.4% | -136.2% | -73.8% |
| 10Y | +592.4% | +333.4% | +259.0% | +263.9% |
| All | +529.4% | +315.3% | +214.0% | +222.8% |
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 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