-15.9%
AZ vs SPY
+2.7%
-18.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.4% | -11.0% | -10.6% |
| 7D | -11.4% | +2.6% | -14.0% | -16.1% |
| 30D | -2.3% | -2.0% | -0.4% | +2.6% |
| 3M | -32.8% | -2.8% | -30.1% | -28.0% |
| 6M | -15.9% | +2.1% | -18.1% | -18.3% |
| All | -15.9% | +2.7% | -18.6% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling