-99.1%
AZIO vs SPY
+67.4%
-166.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.1% | +0.3% | -23.4% | -23.3% |
| 7D | -25.5% | -2.7% | -22.8% | -24.3% |
| 30D | -52.8% | -5.4% | -47.4% | -51.1% |
| 3M | -65.0% | -4.1% | -60.9% | -64.1% |
| 6M | -70.4% | +0.7% | -71.1% | -70.6% |
| YTD | +43.5% | +8.7% | +34.8% | +36.0% |
| 1Y | -59.4% | +10.9% | -70.3% | -62.0% |
| 3Y | -96.2% | +75.0% | -171.2% | -97.2% |
| All | -99.1% | +67.4% | -166.5% | -99.4% |
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