+288.6%
AZO vs SFM
+271.4%
+17.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -3.6% | -10.6% | +7.0% | -2.0% |
| 30D | -5.6% | -15.5% | +9.9% | -3.3% |
| 3M | -6.6% | -17.4% | +10.8% | -4.4% |
| 6M | -22.5% | -3.4% | -19.1% | -22.8% |
| YTD | -15.2% | -8.7% | -6.5% | -15.0% |
| 1Y | -33.9% | -47.2% | +13.2% | -28.5% |
| 3Y | +11.8% | +82.7% | -70.9% | -3.4% |
| 5Y | +85.5% | +214.3% | -128.8% | +43.1% |
| All | +288.6% | +271.4% | +17.1% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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