-60.9%
AZ vs SPY
+81.0%
-141.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | +2.2% | -0.4% | +2.6% | +2.6% |
| 30D | -6.8% | -1.4% | -5.4% | -5.0% |
| 3M | +0.5% | +3.7% | -3.2% | -3.4% |
| 6M | +11.5% | +13.0% | -1.5% | -1.9% |
| YTD | -7.4% | +12.4% | -19.8% | -17.6% |
| 1Y | -25.6% | +18.5% | -44.2% | -36.9% |
| 3Y | +28.3% | +77.6% | -49.3% | -28.6% |
| 5Y | -60.9% | +81.7% | -142.5% | -77.7% |
| All | -60.9% | +81.0% | -141.8% | -77.7% |
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