-48.1%
AZIO vs SPY
+14.6%
-62.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +1.7% | -21.8% | -22.5% |
| 7D | -6.7% | -0.7% | -5.9% | -5.7% |
| 30D | -40.2% | -1.0% | -39.1% | -39.3% |
| 3M | -53.3% | -0.3% | -53.0% | -53.2% |
| 6M | -59.3% | +7.3% | -66.6% | -63.9% |
| YTD | +95.0% | +13.3% | +81.7% | +70.9% |
| 1Y | -48.1% | +14.8% | -62.9% | -54.9% |
| All | -48.1% | +14.6% | -62.8% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling