+288.6%
AZO vs SAN
+357.1%
-68.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.4% | -0.6% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -5.6% | +0.9% | -6.5% | -5.8% |
| 3M | -6.6% | +19.1% | -25.8% | -10.1% |
| 6M | -22.5% | +33.2% | -55.7% | -27.3% |
| YTD | -15.2% | +29.1% | -44.3% | -20.2% |
| 1Y | -33.9% | +50.2% | -84.2% | -39.8% |
| 3Y | +11.8% | +351.0% | -339.2% | -21.2% |
| 5Y | +85.5% | +394.7% | -309.1% | +24.1% |
| All | +288.6% | +357.1% | -68.5% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling