+34.0%
AZ vs SPY
+114.4%
-80.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.3% |
| 7D | -4.3% | -2.0% | -2.4% | -2.0% |
| 30D | -14.5% | -1.7% | -12.8% | -12.5% |
| 3M | -3.4% | +4.7% | -8.1% | -8.3% |
| 6M | +5.5% | +12.5% | -7.0% | -6.9% |
| YTD | -12.0% | +11.7% | -23.7% | -21.4% |
| 1Y | -28.8% | +17.5% | -46.3% | -39.3% |
| 3Y | +21.9% | +76.6% | -54.6% | -33.5% |
| 5Y | -63.6% | +82.0% | -145.6% | -80.1% |
| All | +34.0% | +114.4% | -80.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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