+9,788.6%
AZO vs SBAC
+2,175.2%
+7,613.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.3% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -5.1% | +3.9% | -9.0% | -5.4% |
| 3M | -7.2% | -8.2% | +1.0% | -6.6% |
| 6M | -20.7% | -2.8% | -17.9% | -20.8% |
| YTD | -14.2% | -1.5% | -12.6% | -14.3% |
| 1Y | -32.2% | 0.0% | -32.2% | -32.4% |
| 3Y | +11.1% | -8.4% | +19.5% | +11.1% |
| 5Y | +87.6% | -43.5% | +131.1% | +94.2% |
| 10Y | +302.9% | +86.9% | +216.0% | +280.4% |
| All | +9,788.6% | +2,175.2% | +7,613.4% | +8,271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling