-66.5%
AZ vs SPY
+74.6%
-141.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -1.4% |
| 7D | -3.3% | -0.9% | -2.3% | -1.8% |
| 30D | +9.1% | -2.4% | +11.4% | +12.8% |
| 3M | -6.7% | -1.2% | -5.6% | -4.6% |
| 6M | -15.4% | +3.3% | -18.7% | -17.5% |
| YTD | -4.0% | +12.3% | -16.3% | -14.0% |
| 1Y | +13.4% | +12.4% | +1.0% | +1.8% |
| 3Y | +90.8% | +78.8% | +12.0% | +6.3% |
| 5Y | -66.5% | +75.2% | -141.7% | -80.0% |
| All | -66.5% | +74.6% | -141.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling