+39,538.7%
AZO vs SAN
+2,015.1%
+37,523.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -5.1% | -0.1% | -5.0% | -5.1% |
| 3M | -7.2% | +19.6% | -26.9% | -11.0% |
| 6M | -20.7% | +32.7% | -53.4% | -25.8% |
| YTD | -14.2% | +26.7% | -40.9% | -19.2% |
| 1Y | -32.2% | +51.6% | -83.8% | -38.6% |
| 3Y | +11.1% | +348.7% | -337.6% | -21.8% |
| 5Y | +87.6% | +378.7% | -291.2% | +26.8% |
| 10Y | +302.9% | +336.9% | -34.0% | +162.8% |
| All | +39,538.7% | +2,015.1% | +37,523.7% | +14,171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling