+288.6%
AZO vs SBAC
+87.1%
+201.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | -3.6% | -2.1% | -1.5% | -3.1% |
| 30D | -5.6% | +2.0% | -7.6% | -6.0% |
| 3M | -6.6% | -8.3% | +1.7% | -4.8% |
| 6M | -22.5% | +0.3% | -22.8% | -23.3% |
| YTD | -15.2% | -2.2% | -13.0% | -15.6% |
| 1Y | -33.9% | -4.6% | -29.3% | -33.9% |
| 3Y | +11.8% | -8.3% | +20.1% | +10.8% |
| 5Y | +85.5% | -42.8% | +128.4% | +108.0% |
| All | +288.6% | +87.1% | +201.4% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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