-33.9%
AZO vs SBAC
-2.5%
-31.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -3.6% | -2.1% | -1.5% | -3.3% |
| 30D | -5.6% | +2.0% | -7.6% | -5.8% |
| 3M | -6.6% | -8.3% | +1.7% | -5.8% |
| 6M | -22.5% | +0.3% | -22.8% | -21.5% |
| YTD | -15.2% | -2.2% | -13.0% | -13.9% |
| 1Y | -33.9% | -4.6% | -29.3% | -33.5% |
| All | -33.9% | -2.5% | -31.5% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling