+262.4%
ZBH vs AZO
+6,116.8%
-5,854.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -6.6% | -2.9% | -3.6% | -5.8% |
| 30D | -4.9% | -5.3% | +0.4% | -3.5% |
| 3M | +5.1% | -7.3% | +12.5% | +7.1% |
| 6M | +1.3% | -22.7% | +24.0% | +8.3% |
| YTD | +3.4% | -15.0% | +18.4% | +7.2% |
| 1Y | -8.7% | -32.2% | +23.6% | +0.8% |
| 3Y | -21.2% | +10.0% | -31.2% | -25.3% |
| 5Y | -29.2% | +85.8% | -115.0% | -43.2% |
| 10Y | -17.5% | +298.9% | -316.3% | -48.4% |
| All | +262.4% | +6,116.8% | -5,854.4% | +12.1% |
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 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