-49.4%
AZIO vs SPY
+19.4%
-68.8%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +5.2% |
| 7D | +2.5% | +0.5% | +1.9% | +1.3% |
| 30D | -14.5% | -0.9% | -13.5% | -13.0% |
| 3M | -30.7% | +3.9% | -34.6% | -34.6% |
| 6M | -5.3% | +14.5% | -19.9% | -24.7% |
| YTD | +245.4% | +12.9% | +232.5% | +191.0% |
| 1Y | -49.4% | +19.4% | -68.7% | -54.9% |
| All | -49.4% | +19.4% | -68.8% | -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