+533.2%
XYZ vs AZO
+281.0%
+252.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -1.7% | -2.7% | +1.0% | -0.7% |
| 3M | +16.7% | -3.2% | +19.9% | +17.6% |
| 6M | +26.9% | -19.7% | +46.6% | +38.2% |
| YTD | +27.1% | -12.0% | +39.2% | +32.6% |
| 1Y | +9.3% | -29.5% | +38.8% | +25.1% |
| 3Y | +42.3% | +17.3% | +24.9% | +25.0% |
| 5Y | -69.3% | +94.1% | -163.4% | -79.0% |
| 10Y | +586.8% | +303.3% | +283.5% | +273.6% |
| All | +533.2% | +281.0% | +252.2% | +237.2% |
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